They will only take mags back that don't have the letter "A' on them. You call S&W in Hartford Conn. Unless the gun is new or the mags don,t have the letter "A" on them you'll probably have to buy new ones.
Take the magazine apart and clean it well. Use some teflon-based light lube and re-assemble the magazine. Shoot w/ 5 to 8 rounds, not 10.
Before loading the mag into the P22, hold the release button down to reposition the loaded bullets and tap lightly on you palm the whole thing in the process. This helps to position all rounds with their rims towards the "back" of thre magazine.
Then load it.
After a while this simple method will become second nature. I do it w/out thinking...