How to get my Macro Lens to work?

I have just bought a Nikon D3000 digital camera, and a Tamron 70/300mm Macro Lens.
Although the lens works fine, auto-focussing etc, when I move the button on the lens to MACRO, nothing seems to happen.
I took pictures of the same subject, from the same distance, with the lens set to MANUAL, then again with it set to MACRO.
The pictures are identical.
Is this correct? Or am I missing something.

The Tamron is not really a macro lens, as it won't do a 1:1 magnification. Yes, I know that it says Macro, but many lenses have such a psuedo-macro function. These lenses should only be called "close-focus", not macro.
Yes, it is deceptive, but many lens companies do it. Along with mega-zooms and ridiculous high-megapixel sensors, this is just another example of marketing gone amok - and marketing sunk the Titanic.
Usually to use macro on zoom lenses you need to put it to the shortest focal length, then often you need to put it into manual focus and then close focus the lens to get into the macro range.
But this differs from lens to lens.
http://www.althephoto.com

That lens isn't a macro lens. It likely has maybe a 1:4 ratio, but the word macro is thrown around pretty loosely.
What it does is it let's you move a bit closer to the subject and still allow focus. It basically expands the close focus range slightly. It's doing nothing for you because you didn't get any closer.
A macro lens provides at least 1:1.

As pointed out, Macro in this case means you can get this lens closer to the subject and still focus. That is not what Macro means, but this is what we're stuck with.
The average, non-macro 70-300 class lens has a closest focusing distance of approximately 5 feet. Those with a "macro" function can usually get to half that distance, giving you an apparently larger image with the same lens. Which is still not a macro shot, but you can't tell marketing departments that.
Everything is functioning normally.
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