Is there no tension on the wind up wheal when you wind the mag?
YES: your spring is probably broken (the metallic spiral in this image http://www.ascn.at/images/hicap.jpg
) you will need to open up the magazine to confirm this. If this is the case you have a couple of options (1) replace the spring with a new one or all out replace the mag (2) if the break is near on of the ends "this is where they break most of the time" you can try to re shape one end of the spring to re mount the winder or the feed wheal inside.
NO: There is probably something obstructing the feed wheel itself or there is a jam of of some sort in the hopper leading to the feed wheal (a spoked wheel of sorts that connects to the spring to feed bbs into the gun. The best course of action if this happens is to open the mag and look for a jam or obstruction in the hopper or feed wheal.
hopefully this fixes your problem.