Have you read any of the wikis and macro information?

It sounds like you just came to the sight, clicked on the Keyclone link and game the man your money.

You need to have similar keybind setups in each of your WoW instances, for beginners.
You need to have commands macrod. It's as if you are playing each character by itself, but more efficiently.

Anyways, Keyclone sounds like its working fine, as there is an effect on your Alts WoW instance, so keys are being broadcasted.

Read up on the Wiki, link is at the top of the page.

I'm sure it is that you are not using the correct macros. Try searching for macros for the classes you are playing. Again, the Wiki can help with this.