This does seem odd. Once you have the lens off the camera, and you set the lens to F22, you should be able to open the blades with your finger using the tab that sticks out a bit on the back of the lens. It should be almost effort free. If it is not, then that could be causing your grief.
When the lens is back on the camera, and you are in A mode and set the F stop to 22 (using the camera or you can just set it manually to F22), and you look directly into the lens while you try to take a picture, you should see the blades quickly close when the mirror goes up. They should open again when the mirror goes down.
Or it could be that there is something wrong with the camera....
You could take your lens into a camera shop and try it on another K-x??