Painting my garden shed, will the paint stick?

[Poe Bird *Linked*]

My husband picked up some Ronseal to use on the fence and shed outside, but it's in forest green and I had hoped to use different colours. I've been told that you can't paint exterior wood and expect it to last more than a month, but how is that possible when people paint wooden houses? I know a paint job won't last forever, but it lasts a while.

I want to paint the shed specific colours, is there a particular paint I could use? Please help!