The experience factory concept enables systematic learning and continuous improvement in software development. As with most learning initiatives, it is hard to establish. In our experience, there is a great deal of uncertainty and skepticism about the mission and contents of an experience factory. The starting phase is especially endangered through pitfalls or unexpected delays. As expectations vary and there is pressure to demonstrate success within only a few months, tension arises which may jeopardize the entire enterprise. In the course of a large-scale software improvement program, we have established three experience factories in different environments of the Daimler-Benz AG within two years. At each site, several application projects are involved. We describe how we approached the task, what actions we took, and the lessons we learned.