Have never had credit so can't get credit - can you help?

I have never had the need for a credit card or a loan in the past (except Student Loan) as I always preferred to live within my means. Now as I am looking to maybe buy a house in the next couple of years I want to start to build my credit score so I can get a mortgage. My bank (been with them for years) won't even give me a debit card though my wages (�1800 are paid in each month into a basic current account) and I pay my bills on time via direct debit. Been declined for Capital One AND Vanquis. Am on electoral roll, have lived at same address for 13 years, have a good, stable job, what now? All advice greatly appreciated!