a friend of mine had the same problem. turns out he was just taking it into his mouth and blowing it out. you have to suck it into your mouth, then take a long deep breath in on top of the first one. don't cough if you can. hold the smoke in for a few seconds.

your first time is so amazing. i thought it would be the same as being drunk but its not. its much much better. far more cerebral and intense.