I'll bet you merely got the "bent wire" tail wheel.
You are supposed to bend it out 90 degrees and insert it into the rudder...
Forgo all of this though...
I'd suggest one of these:
The GP Tail Wheel Assembly Available via this link: [link=http://www3.towerhobbies.com/cgi-bin/wti0001p?&I=LXLLB9&P=7]Tail Wheel Link![/link]
Easy to install, it comes WITH the aluminum wheel and costs... well click the link!