I know this thread is kind of old, but if this happens to anyone else it could have to do with the way your derailleurs are set.

One of the 3 little screws you find on them (depending on the make/model) sets how far left or right it will allow the chain to be moved to set it down on the sprocket. If it's set too tight it won't move the chain at all, if it's set too loose it can cause your chain to actually lift beyond the largest or smallest sprockets and cause your chain to get jammed.

If this happens to you and you have no real mechanical skills do yourself a favor and bring it in your LBS to have them properly adjust it.

If you are feeling brave enough you can watch a video on line http://www.bicycletutor.com that can show you how it's done, but that's only if your derailleurs are set the same way.

I personally wouldn't risk it unless i was absolutely sure i was messing with the right screw because once you start playing around with the other adjustments it can be a bit tedious trying to get everything back in order.