Kreg Jig Drill Bit won't go through wood?

Hi all,

I was so excited to buy my first power tools last week. I wasn't as scared of the drill and jigsaw as I expected, but I'm still a bit weary of the circular saw lol.

I was a bit disappointed that my kreg jig drill bit won't go through wood. I tested it on several different pieces of wood and self-tapping screws will go through, but the drill bit won't.

Has anyone run into this problem? I email Kreg to see what they suggest.

Thanks!