In addition to being vaguely host specific, its clearly fairly sensitive
to climate. An earlier poster quoted "Gardeners World on the
annual mistletoe market at Tenbury in the angle where Shropshire,
Worcestershire and Herefordshire meet". That part of the country seems
to have mistletoe on every other tree, whether apple, oak ... but
probably not pine. However this far north (yorkshire) its sufficiently
rare that the local floras give specific place references for individual
plants. I don't remember seeing it even on apple trees in Norfolk.
Here's an article http://www.ciao.co.uk/Mistletoe__Review_5617035
which says its restricted to the south because of the lack of
mistle-thrushes in the north. This is bullshit. Most years I see a
good number of these birds in spring (though maybe they go south when
the mistletoe is fruiting??).
Anyway, I've tried the suggested technique using shop bought mistletoe
(from unknown hosts) twice on hawthorns (which is what I have) without
success. Reading others comments I note that I didn't use chicken
manure and maybe I'll try that next time. Possibly there's something
there that triggers germination.
I notice that the original poster wanted to propagate "from a sprig of
it" which suggests a cutting to me. I'm no expert but I'd guess thats
impossible. Parasitic plants develop a special organ (haustoria) to
interface to the host. I can't see it forming if you simply poked a
sprig into a hole in the bark of the host.

I googled on mistletoe cuttings propagation and found :-
Methods and cuttings for mass propagation of plant parasites
US Patent 6792715 - which is the sort of patent that brings the
patent system into disrespect. You can read it at
http://ep.espacenet.com/numberSearch?locale=en_EP
shove US6792715 into the "number' box and hit 'search".
Click on the title when it come up. Hit "original document"
and "save full document" to get the complete patent.
Note that the parasites are to be grown on the host from seed
and the host branches (with parasites) grown on as cuttings.