Hi Terry - ran across this link last month, or earlier this month, on the Azalea forum. Here is the basic info - i put the link to the full thread below...

Need tips on rooting native azaleas
Posted by: mainegrower Z5b ME (My Page) on Sun, May 1, 05 at 5:52

Deciduous rhododendrons like most of the native American species are difficult to root. The best course is to take cuttings when the current year's growth has hardened somewhat but is still flexible. Wound the base of the cuttings, use a relatively strong rooting hormone and place the cuttings in a mixture of 50% peat and 50% perlite. Cover the flat with clear plastic on a wire frame and keep in a bright place without direct sun. Then hope and be patient.
Anoher option is to collect seed when ripe, sow on spahgnum or live moss above the peat/perlite mixture in a flat covered with plastic. Water with distilled water or rain water. The seedlings grow relatively quickly.

Here is a link that might be useful: Need tips on Rooting Native Azaleas

The only sure way is to bend a limb ( Or limbs) down to the ground. Put a little soil over the middle of it and put a rock or brick on it with the tip and leaves still exposed. In a couple of months it will have formed its own roots and can be cut away from the mother plant. There is a name for this technique but it escapes me at the moment.

i would also try air layering rather than cuttings. it should yield better results. this works well with other woody plants, including camellias.
this link gives adequate instructions but, instead of using electrical or duct tape, wrap the sphagnum moss and plastic in aluminum foil (easier to check for moisture and roots).
i think their alternative method is best - make a complete circle around the branch and remove all of the bark within a band of a half-inch.

Here is a link that might be useful: air layering deciduous azaleas