Received adapter now what? HELP needed.

Ok I received my Nikon G lens to Sony Nex adapter today in the mail (Fotodiox).

Now I've placed the lens onto the nex5 but it just doesn't focus. Is this supposed to happen? Do I need to change the settings on the nex 5? I have a Nikkon AFS NIKKOR 18-105mm on it. Please help. thank you! I'm completely new to this as you can see.. thanks a mil.

Kristy