I had the same thing when I got it. I found I had to turn it the other way until it clicked and kind of reset. The damper should be open until it gets hot and hits a temp high enough to shut it based on how you have the knob set. I've only used mine once and it worked great. When you put it on your grill it isn't going to suck down to it or anything, it just rests there. Also, it is going to cause your vent to get a bit dirty so just wanted to give you a heads up on that. Hope this helps.