Are you sere it's all the way into first gear? I'm not trying to imply you don't know what you're doing.....I just know that mine has done that before, and it was because it wasn't fully engaged into first. I've found that when you just pull it out of a higher gear (4th or higher) and try to go into 1st ......it's a little sticky, almost like there's 2 detents in first gear.

I usually make sure to go into 2nd and then to 1st, sometimes it takes more than one try. If you go from 2nd to 1st a few times you'll find that it slips into 1st a little easier each time.