Hey I was reading your post again and thought I should just point out that 5 walleye means you're doing a lot right even if they aren't keepers. Besides, walleye's under 20" are great eating and over 20" are worth some bragging.
You didn't mention gear or bait. Were you using light line? Walleye are tough because you can't use heavy line (which means you have to know how to fight the fish well and tie a dependable knot). If they see the line, they don't bite. Also, leeches and minnows are your best bet. Use live minnows and buy leeches that are so lively and writhing that they give you a shiver down your spine.
I've used 3 types of leeches (I HATE leeches, but damn are they great for fish!).
First time I went walleye fishing with my father we used ribbon leeches. They're small, lively, and hardy. I caught a nice walleye of about 16" (eating size). Next time, we bought elephant leeches. That was a mistake, and when we researched walleye fishing we even discovered elephants are a poor choice. They were larger but they were limp and unanimated. They didn't get many hits and they feel off the hooks. The only plus side was that we never got the willies while handling them. They're great for pansies like me who are nauseated by bloodsuckers. The last leeches were two that I found under rocks. They were gigantic. They were big that I thought they were mudpuppies. They were 6-7" long and about 2/3 of an inch thick. They were so big that their heads curled at one end. They looked like old, leathery belts. They were lifeless. They were soft and the fell of the hooks quickly under a barrage of bluegill before they were able to sink down.