Advice on Heater heartache!!?

Well I am trying to set up a 5 gallon tank (probably will have one Betta in there) and my filter is up and running, but I am having such a hard time with my heater! I have bought two and neither of them seem to be working! They just don't heat up the water past 72 degrees or so! I tried to test the first one again last night and it didn't heat up the water very much (if any), but when I took it out and touched it, it nearly burned my finger !(I had it set on 85). This is just the weirdest thing. Should I warm the heater up before putting it in the water or what am I doing wrong! I would love to start cycling my tank soon, but I would like the heater to be working first. I have one of the old style mercury thermometers which I have tested and it is working. Thanks for your advice!