Moisturizer makes my oily skin more oily!?

I have been told to use moisturizer (it's cetaphil) to make my skin less oily--it's making it worse. I will use it for a few days in a row and it's just gross. My skin is already super oily! I don't need any more! Should I keep using the moisturizer and will it make my skin less oily, or should i just stop and give up becuase nothing else is working... But everyone says my skin is oily because it's dry, and yes occasionally I will get dry patches but those aren't ever oily... GAH! This is so confusing! I hate my skin!