First, are you trying to insert text into a box within a window? If so, make sure that the box you want to redirect to is focused. (Just click on it once, and it should get a thin black border to let you know that it's focused).
Are you using xterm or XEmacs? Some users just have problems with that. See the section on redirecting to other windows for some notes on what will work and what will work with some special configuration.
Are you using an application that should work, but doesn't? Please contact s2mdalle@titan.vcu.edu with these issues.