You should hear/feel the c-clip catch hold when you put it in. Also, once it's in, give it a little tug--not a balls out tug--but a little tug to see if it comes out.
Basically, once you put the car back together, the axle isn't going anywhere. It's sandwiched in there between the brake/hub assembly and the actual transmission.
You did put some grease on the splined end before sticking it back in the transmission, right? I'm pretty sure the manual says to do that.