You say you can hold one bead, but not two. The only thing you're doing wrong is expecting too much too soon! It takes time to increase muscle strength, and if you only recently bought the weights, you likely only need more time.
Start by using the weights for a few minutes while sitting; go to standing as you're able. You can also increase the time as you're able, and if you're using Luna Beads, you can increase the weight, too, by interchanging beads. Each step can take weeks, and not everyone can build enough strength to get to the maximum weight.
If you've had surgery or radiation, your vagina may be too short to hold both beads. If vaginal depth is causing problems for you, dilator therapy, which also requires patience, can help to restore capacity.
Take your time, grant yourself patience, and stick with it!