As 1980 said, most come with a "key'd" slot, but if yours did not, I would say you are binding it when trying to slip it back in. I always tell people, if something seems like it should be and you get frustrated, step back for a few minutes, take a break and then go back and see what you see different.
Your question is not stupid, but I got one on the same level as yours. Did you buy the right U-joint ?