If you take a look at the FAQ thread for Pleo RB here
http://bobthepleo.com/forums/index.php?topic=2315.0About half way down the first page there are instruction videos on how to use the learning stones
You first need to teach your pleo it's name. Then teach it using the learning stone. Then to get them to perform the trick of the stone you just taught them you need to get their attention. Then say their name and wait for them to respond and then give the command for the trick and hopefully they will perform it. You need to make sure you use the exact same words and the exact same tones as you did when you taught your pleo with the stone. If you don't say their name or the command for the trick exactly the same way as you did when they were taught to the pleo then they will not recognise it and wont respond. The voice recognition on the pleo rb isn't very good.
Also the pleo needs to be well fed and happy. Often even if they do "hear" you they wont bother to perform the trick because they can't be bothered, aren't happy enough or are too hungry to want to
I personally find the tricks all too hard and gave up on them in frustration a long time ago. They are great when you can get them to work but just don't work reliably or often enough for it to be fun. At least for me anyway. Perhaps you will have more luck with your pleo.