I dind't see it mentioned; did you add a pan of water in there? I believe the smoker gets up to temperature too fast when it's empty and the heat element cycles on and off at a rate that won't stay on long enough to burn the wood.
Add a pan of ice and water, turn the heater up to 250 degrees and try that out. You will notice right away that the heating element stays on for a long time to get up to 250 when there's something cold in there.
Hope that helps.