Hey Jewls!
Lets go over a couple things
1) Insert Batteries, and make sure the switch is sitting ABOVE the lip of the tube. When you screw the adapter on, you want to make sure the adapter is what is pressing the switch in to place. Don't hold the switch down and put the adapter on.
2) Try the tongue tingle test. Take adapter off, put your tongue on the aluminum contact post, and hit the button. Won't shock you, or hurt at all. You will just feel an ever so slight tingle!
Report back when you get the chance quick