All of them are right on the money. If the nipple is old, they become flattened a little. You can take a file and edge that nipple. What's happening is the first blow of the hammer is actually setting the cap. The second one is setting it off.

Pull the lock and scrub the back of that lock with some good solvent and an old toothbrush. Then a spray with a light coat of quality gun oil or silicon. And if you have another new nipple, put that in.

In the mean time if you have none of these things.. here is a trick. Put the cap on first, cock the hammer and fire it. If the cap fails to fire it will the next time you shoot, and because the cap is so tight, it is pretty water proof to boot. Now load the rifle like normal. Sometimes you will waste a few caps doing this, and remember, set that cap on an empty rifle..

If you have some Emory cloth, you can put that nipple in a drill, and then hold the cloth to the nipple and reduce it. It will help seat the tight caps. What brand of cap are you shooting? CCI magnums?