Phil & Teds Vibe - Back Wheels

Question

I assembled the stroller per the manual and the back wheels are not locking into place. I push the silver wheel axel in when I push the wheel into the hub and it goes into place. But it doesn't lock, we go a few feet and the wheels start to loosen and come off. I am afraid to use the stroller. Am I missing a step? Is there another button I should be pushing? Should I hear or feel it lock into place?

Would love some help!
Margaret