I got some from ebay a couple of weeks about too. You just sqeeze them so they fill with water and then sink. One thing I would do first is give them a good old squeeze in a bucket of tank water first. I gave them a feeble wash and when I squeezed them in the tank a load of cloudy dust came out. Just a warning!!
There was a few of us bought the 5 pack of moss balls on ebay and I think almost all found that 4 sank fine and 1 floated for a day or so then sank all of it's own accord.
Give them a squeeze in some water from your tank then just pop them in and wait - they'll sink in thier own good time lol