Hashtags problem

A few days ago, I learned about hashtags and their role within the Twitter microblogging platform.  Very useful for some pruposes, although I accept that some people have issues with their use.

I thought I’d experiment with the service, and followed the instructions (basically, follow the hashtags user, wait for them to automatically follow you, and then create a new tag by prefacing a meaningful word an a tweet with a hash sign [that’s the one you crazy Americans call the pound sign ;) ] ).

All was well until creating the tag.  Nothing happened.  No tag was created.  Perhaps I’m missing an important step here, but I just can’t get it to work.  Can anyone shed any light on where I may be going wrong?