Its a matter of patience, time, and training...
How long have you had the little guys?
It took my boys a good 3 months or so before they felt totally comfortable being held.. And even still, one of them is a lot less skittish, and more personable and in your face that the other. So one lets me hold him against me and stroke him for quite some time before he looses interested.. Where as the other will start struggeling to be put down within 5 minutes or so..
Heres a good article to read: http://www.suite101.com/article.cfm/pet_rats/23723
And heres another: http://www.ratfanclub.org/trust.html
Both of those links lead to great articles that will help you out with this.. Especially the second, I think...
Good luck :3