Rup, have you had the pump demoed on yourself in clinic? It's difficult to tell if you're using it correctly.
The ring is preloaded onto the open end of the pump, and slipped off onto the penis once you've got it erect. Make sure you know how to get a ring off before putting one on - tugging on it in panic mode could do some serious harm.
Also, you aren't going to have much success with the constriction rings until you've done 2 weeks or more of training with the pump (without any constriction rings), to get penile tissues used to being expanded.