I just got mine in the mail and I'm a bit confused. The edge pieces (those to the outtermost part of the puzzle don't move unless the silver lock piece on the top is removed. Is this normal, or did I pay $26 for a broken puzzle. If anyone knows the answer, please help me. Right now I just have a nice thing to look at. I can't do anything with it all and I'm frustrated.

In short it works like this:
1. Remove the loop (temporarily shift the red clips to unlock it).
2. Mix the centre sliding pieces. Note that they can be pulled up and rotated 180 degrees if you wish.
3. Push as many green clips inwards as you can (or just do a few to make it easier).
4. Insert the loop.
5. Push back the 'activated' green clips outwards.
6. Mix the sliding pieces.
7. Give it to someone else to solve....