The word order of never doesn't sound well - it's better: I'm never trying ...
"I am trying never to say it" and "I'm never trying to say it" have somewhat different meanings. In the first case, you are making an effort never to say something. In the second, you are never making an effort to say something.
sometimes i learn more English than Czech in this course :), in my case "I never try to say that" was wrong
The word order is awkward. Also, the Czech nikdy neříkat is literally "never to say," which is a solid translation to English. It is generally best to stick with straightforward translations, unless doing so gives very strange results in the target language, which is not the case here.