Well, I am no expert (only been baking yeast bread since about May) and I would need to see your recipe, but I have learned a couple of things about whole wheat bread.
1) the structure depends on kneading to build the gluten (which isn't as automatic with whole wheat because the "sharp" grain cuts the gluten). So, it needs more kneading. Are you doing it by hand or in a mixer? Apparently, it's easier to develop gluten in a mixer, which is what I do).
2) Some people add extra gluten (product is called Vital Wheat Gluten) to whole grain breads to combat the above. I haven't tried that yet and have still made some successful loaves though.
3) Take a look at the recipes at King Arthur Flour (I swear I don't work for them, even though I am always mentioning them). They have several different 100% ww bread recipes to choose from. Most (or all?) use "special" ingredients like powdered milk and potato flour (or instand potato flakes) to add softness and body to ww bread. This has worked for me.
Good luck and keep trying and just make croutons or bread pudding with the mistakes!
Kara