Yep, it's strange, but you'll actually feel the system engage, and it will hold the car where it is - but in my experience it only does so when you bring the car to a complete halt. If you don't it tends to roll forward as far as it can, and then roll back again as the system doesn't engage.
Try it out for a bit, eventually you'll figure out exactly how to make it work every time and it will become normal - if it doesn't work, then I'd suggest getting it checked out :)
Thanks m8.