You'll probably have to clarify "not smoothly" in order to get the correct answer.. but the next things I'd check (after making sure it's threaded correctly - i.e. the chain is not going OVER any of the metal tabs in the cage) are:
1. did you use the proper number of links? either by measuring against the old chain or by using sheldon's method?
2. did you measure the old chain for wear? 12 links should be 12 inches. If it's significantly longer than that, you'll probably have to replace your casssette/freewheel