Likely, it has the wrong style of connector for your device.
There are more types than just these, but this gives you an example of what I am talking about. Also, unless it is specifically a device port that works with microphones, in a headset type configuration, most headphone jacks do not work with microphones.
Also, an easy fix if you're having trouble and can't get this resolved in other ways is to buy a "3.5mm Y-adapter PC" from a site like ebay. This separates very clearly the channels in a 4 pole connection, and you would just use the microphone half. I'm assuming you only have one audio jack in the thing you're using, hence why you'd plug a microphone into a "headphone" slot. If not, disregard this advice.
No, you're probably right, which is why I asked. Likely, the only way to use a mic on this is using an adapter like you said or a headset that is intended for both speakers and mic, if it is supported by the device. Some devices simply don't have support for microphones beyond what is already included as part of the device.