sounds to me like the ring is to big for you. before you put the cage part on, your balls must be hanging below the cockring.
Basically you have 3 choices.
1. try to put one ball at a time in a smaller cockring for a snugger fit.
2. try ball stretching.
3. as a last resort, you could always try a cb3000 ring, they are a little easier to put on, because of the hinge, so you can get a snugger fit. you can purchase the rings individually for a small fee, from the cb2000 website, or I have them in stock as well.
I have attached a pic for you to look at, when the cb2000 is on properly, they balls must hang below the cockring before you put the cage on. here is a picture of my sissy bent over so you can see her little nuts are not smashed.