After talking to a member on here for a little bit, I have come to realize that the problem with my set might be the bag. He said it was missing the stocks? The fills up, but when I squeeze it, all of the air comes back out. Would anybody happen to know that problem? Thanks.
If you could go into specific details on how you fill and squeeze… yeah, that sounds so wrong… perhaps we could get a better idea of what is going on?
If you fill the bag and the air comes back out in the opposite direction of the chanter, it sounds like a problem with the flap valve in the intake (stock) pipe.
djm
When I pump the bag up with the bellows, the air in it does not stay in the bag. It comes back out of the bag, and I am guessing back from where it came from. The pipes do make a sound if I am lucky enough to squeeze the bag real fast before it gets out of air. It seems like the bellows is blowing the air in, then sucking it back in when I lift them up.
Yeah - there’s a valve (a little flap) at the end of the pipe leading from the bellows to the bag (at the end that goes into the bag). Pull the pipe out and make sure that the hinge on the flap is at the TOP so the hinge is hanging down. If it isn’t, it won’t close and stop the air escaping back into the bellows.
There is also a valve on the bellows itself, where the air comes in. That also needs to be positioned so the flap is hanging vertically, otherwise air will rush back out of the bellows when you pump them. It makes for a very quiet, though remarkably frustrating practice session!
Good luck
Jim
I seem to be missing that little pipe. 
Thanks for the info. I think I might go get it checked out.
Yeah, it helps to have all the essential parts.