The big, dial-like adjustment on the back of the tool just allows you to control the direction of the blast of oily air that comes out when you fire the thing.

The depth adjustment you're looking for is a smaller wheel, the top of which is exposed near the front of the tool, on top of the barrel (so to speak).

You can confirm that you're turning it in the right direction to drive brads deeper by seeing the metal end (where the brads come out) move closer to the plastic guard (that you press against the work). Less deep is, of course, the other way.

My air stapler firing blade will not return

Look on the front of the tool.there is a dial right where the plastic meets the yellow housing.also look closely and you should see a diagram on the plastic telling you whitch way to go.