Bottle Valve Assembly

I've done everything the manual tells me to do. I have a correctly assembled (no assembly for basics anyways) paintball gun. I've lubricated the CO2 ring and inserted it by turning it clockwise in the back of the marker, but I get no CO2. Does the CO2 bottle have to make a click? Does the pin of the CO2 valve have to meet the hole of the marker or is that irrelevant? Or do I have to loosen the pin on the CO2 valve (I'm hesitant in doing this because i'm not sure if it would release the CO2, rather than opening the pin while innserted.
Please tell me what is wrong with the bottle, I've purchased 2 different sizes, so I'm pretty sure the pin is not damaged or too short.