Although you got your answer, I'd like to add that some PTO shafts have collars that turn to disengage the locking balls. Some pull back, as yours does, and some have the pin, like my RM does.
But as Thcri said, please make sure that after you slide it all the way on, let go of the locking collar and pull back on the shaft to make sure it's truly locked on.
TIP: If you have a hard time getting the shaft to line up, use your hand to turn the PTO shaft as you hold the end of the PTO drive up to it, line up the splines and then push it on.
John