Irene,
YES most def. you should put the valve into the nipple when you feed your baby. What happens with this nipple is that it's soft on the bottom of the nipple so that the baby's tongue can control the flow of the milk. The valve will make sure that there is milk in the nipple for the baby. When the nipple is squeezed the milk will flow into the nipple and the valve will keep it there so that it doesn't go back into the bottle.
My Zachary was born 9-21-06 with a unilateral cleft lip and palate. He now weighs over 14 pounds!!! He has had no problem gaining weight. He uses the Pigeon Bottles exclusively. And he is not able to use a regular bottle because he doesn't have the sucking ability because he is not able to get a suction on the nipple. He is 3 months old and drinks about 6oz of milk every 3.5-4 hours!
Put the valve into the nipple, making sure the flat part goes to the top of the nipple, make sure you put the notch in the nipple to the roof of your babies mouth, so that the soft part of the nipple is on the bottom where her tongue can push against it and I am almost positive you will see a drastic change in her eating habits once she gets used to the nipple and the flow.
Hope that helps!!