Training pet rats isn't too hard, but some are easier to shoulder train than others. You have to remember that your rat is an individual and may be harder to train than another rat. It is also the case that bolder pet rats who enjoy exploring a lot have a harder time shoulder training than those who like to cuddle and be held. There is still hope for your bold little explorer, but you will have to be more patient.
Gently place your pet rat on your shoulder. It is usually best that you put him on the opposite shoulder as your dominant hand. So, if you are right-handed, put the rat on your left shoulder. This is best for getting the rat down later. Your rat may or may not travel along the back of your neck to the other shoulder.
Don't start moving around just yet -- that comes later.
Give your rat a treat. It is always good to use positive reinforcement with your pet rat. Talk nice and even chitter at her -- your rat will feel loved. Give her a small treat (something you don't mind getting a little bit on your shoulder) to help your rat associate your shoulder with a positive experience.
If your pet rat tries to get down, then gently say, "No." You can stick out a finger and gently touch him on the side of his head near his ear (ears are often used to force dominance in a rat community). Whatever you do, don't yell at the rat, slap, poke, or pull his tail. These are not friendly gestures. Instead, continue to talk in a gentle voice.
Continue working with your rat regularly (daily if possible). After a while you can start to move around, but be prepared to grab the rat if he jumps. Over time your pet rat will get to be a better and better balancer and will learn to stay on your shoulder.
Remember to be patient and gentle as you shoulder train your pet rat. If your rat is a little explorer, he or she will find it harder to stay put when there are so many new places to explore. Just be patient, consistent, and gentle -- your rat will learn that being a good rat gets rewards and being bad only gets a "no".