DebW/KnottedYet:
The chain was in a straight line and the directions did say to put the chain on the smallest rear cog, which I did. What you describe with the jockey wheel sounds exactly like what is happening. I didn't have the bike completely stabilized on the rack so it was trying to swivel while I was doing this. That was probably contributing to the problem. It just seemed like the chain wouldn't travel through the cleaner...I'll give it another go next time. Thanks.