I bought some of these at Radio Shack. The idea here was to have a circuit on only when i am holding the switch.... however, it turns on only when i am NOT using the switch.
You have bought what is known as a "normally closed" switch.
Switches can be "normally open" (which is what you want) or "normally closed". These are usually abbreviated to N/O and N/C.
An N/O switch is open when you are NOT pressing it, and closed when you press it. An N/C switch is the opposite - closed when you are NOT pressing it, and open when you press it.
Take your switches back to Radio Shack, and ask to replace them with N/O switches.