Why arent my bbs not shooting? rolling out barrel

i have done everything right when loading my bb gun. i have the same exact one from academy. when i shot it the bb just rolled out of the barrel instead of actually shooting. whats the problem? is it because my bb’s are copper and not silver? and also when i tightened my CO2 it got very cold and hissed out cold air. i need advice asap on why its not shooting and why the co2 cartridge got very cold when trying to install it!!!!