I'm guessing you might mean Walnut Hollow----The Black and Silver extruder with the folding handle?
Some folks I know have had issues with that extruder. Occasionally the flat pushing area has separated from the long screw pushing it. (then you definitely need a new extruder). The Makins one (Green Metal) or the Lucy Clay Tools one seem to work well.
Sherry B. is right...you really need VERY soft clay....And I also use the Kemper Cutter to cut circles and stack them to load in your extruder.
I recommend you unscrew BOTH ends of your extruder (separating the barrel from the "pusher" and the screw on end with a disc inside). Use something like a dowel or a wooden spoon to push out the clay you currently have in it. Then reassemble the Pusher end to the barrel and screw it back about 2" from the bottom. Only load about 2" of very soft clay...and try to extrude that. If that works, then it was probably that your clay was too stiff to extrude.
If not, then you have somehow stripped the screw mechanism...and you need to purchase a new extruder.
If you can't find the green extruder locally, you can order it at Munro Crafts http://www.munrocrafts.com/Clay-Extruders-s/4005.htm
Depending on the size of your order, you can get some good discounts...and their clay is always good. :)
The Lucy Clay folks have an amazing extruder. You can use it with a crank...or connect it to a drill...and they have a short and extended barrel. They also have LOTS of different discs for extruding. (The Arizona Polymer Clay Guild did a Group order and they were exceptionally helpful.) http://www.lucyclaystore.com/usa/40-lc-czextruder
Good Luck in figuring out what it is...OR Happy Shopping!!