I've never tried to grow citrus plants but I found this bit of info in a book my mum had and thought it might be of help.

Take stem cuttings in late summer or early fall and root them in moist sand. When new growth doubles the size of the cutting, it can be potted up into the same kind of soil used for the mother plant and grown on the windowsill. Use fertilizer half strength until the plant is large enough to repot.