I have a lot of trouble distinguishing between "wij" and "zij". They sound almost exactly the same to me.
The V sounds much like the english V, where you put your upper teeth on your lower lip and let air come through. With the dutch W, you also have your upper teeth on your lower lip, but you don't let the air come through. The sound actually comes more from your throat like when you pronounce the letter L or M. For that reason, you can say V for 2 seconds or longer if you want, you can't do that with the letter W, because the air needs to leave your mouth at some point.
I understand the two letters sound very similar, but I hope that if you master to make the different sounds yourself you'd be able to better distinguish between them as well.