Nedbank is supposedly the best bank to help with credit, yet they refuse to help me!!!

Well, I am a nedbank customer and i have no debt. The only thing on my name is a telkom account which technically is not mine. So i tried to get a nedbank credit card. I want to start building a credit score because i also want to be able to buy a house and vehicle ect. I am full time employed and my salary is sufficient. Nedbank refuses to help me due to my credit score being to low. Now i want to know: how, for the love of all that is good, do i build a credit score if nobody is willing to give me credit? My nephew earns less than me and his credit card has been approved on a worse credit score. How?