You are spot on there Cerwyn, here is a picture of the components in order from a Wa Shan .45
As you can see, my photography skills are still not much better, but it lines the bits up as they should be put together as explained by Cerwyn.
I am assuming that the gun goes bang when you fire it? The piston does indeed just sit in front of the cap and can move about, but as you can see from my review, it is my most reliable model gun so far so I am surprised to hear of a problem like this with one. Does the slide function smoothly when cycled manually without the magazine in place? Perhaps a part is burred slightly and is stopping it from functioning properly.
Was the model new or used when you have got it? Perhaps it has not been maintained and a build up of crap on the detonator or suchlike could be preventing the rounds from chambering properly. Does it rack the rounds when it is cycled manually with the magazine in place? If not, can you easily load a round manually with the slide locked open?