Ah yes... I had this same problem and it was very frustrating. Make sure that the door is not only a prop_dynamic, but the world model is also the animated one. The other thing to remember is absolutely DO NOT parent the prop to the func_door, otherwise the whole thing, frame included, will go up and down. I'd also make sure that the move direction isn't just pointing forward (actually, the up direction appears as a tiny dot in the center, whereas what seems like the logical up is really forward). Remember to use the tab and select up instead of just trying to get it yourself. If you have any more problems, tell me. Oh, also make sure that the outputs are perfect, I messed them up and made the door do all sorts of funky things.
Note: I believe the name of the door you want is door_slide_large_dynamic, or something very close to that.