There is a long arm on the walking foot with a two-prong end, and this needs to be inserted over the screw on your machine's presser foot arm so that it will force the walking foot to move when the needle goes up and down. There are also 'long shank' and 'short shank' walking feet, and you need to be sure you have the right one for your machine. If all else fails, do you have a friend or a sewing machine shop you can take it to to look at it and diagnose the problem?