sounds like you got the wrong lock.

a "standard" size U-lock, about 4"x8", should fit around a pole, through the rear wheel and through the seat-stays. the front wheel can be secured to that with a 3-4' cable. someone would have to cut the cable to get the front wheel, or cut the pole or lock to get the bike and rear wheel.

i sometimes lock up with an NYFU (big-ass mini U) around the head-tube and a pole, but for that i've got a 7' cable going through both wheels, held in place with the NYFU. i prefer to use a NY3000 and a shorter cable, as described above, but there's one place i park regularly where that doesn't work.