Well I do it totally different than Turtleboy recommended..
I put the larger end in the tank.. making sure it's submerged and all air is out... Then I put my finger over the smaller end.. raise the larger end out of the water and let the water fill in the tube.. I let my finger off the small end but not completely, just enough to see if water is coming through.. then place the larger end in the tank again.. (still keeping my finger over the tube on the small end) .. and make sure the large end is fully filled with water and submerged in the tank.. then I take my finger off the smaller end and viola.. it should be working. As Turtelboy said, you must have the small end lower than the larger end or it won't work...
Be very careful about sucking on that tube because you could end up swallowing turtle water.. I sure know I'd not want to do that .. EWWWWW