After a bit of research I found that my connection method wasn't exactly the same as what I saw in the net, everyone is using a switchbox.
I bought my RF lead off Ebay which was supposedly made for Atari 2600's in mind though, so I don't know. Here is a picture of it for reference:

The lead on the right is the one that plugs into the Atari. It should also be noted that I've tried it with four different games with the same result.

