Do you happen to have Presta valves on your tubes? Do you know there are 2 different types of valves? So if you don't know, there are valves that look like the ones on car tires and they are called Shrader valves. You just hook up the pump and pump them up. Presta valves (google for an image if you like) has a metal tip that you must unscrew before air can go in or out of the valve stem. I don't mean the black plastic cap that you screw on, I mean a metal tip that unscrews which allows air to pass in/out. Sounds like you could have a Presta valve that you have not unscrewed. That would explain why no air is going in.
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