Did you ever find the reason as I have the same problem.
Margaret
May 2009
I have had the same problem on 2 of these machines. The first was still under warranty & was replaced. I have dismantled the nozzle assembly and found that the control plunger, activated by the trigger, had sheared between the O rings so that the broken piece was effectively blocking the outlet. I am in the process of trying to trace a replacement plunger.
Geoff
September 2008
I have the same problem and cannot make it bring the steam out!