you need to remove the bottom pulley ,put the chain thou the cage like a backward " S " . meaning the chain go around the gear ( the 5 or more gears on the back wheel ) , put the chain on front of the derailer's top gear (pulley ) and then behind the lower gear (pulley) and put the bolt back into it . (the lower pulley ). here check this out
http://www.parktool.com/blog/repair-...railleur-bikes , look near the bottom of the page to see what I mean .