Authentication

First of all is the course open to students - can you check the enrolment dates to ensure it is already open? You say you have added users -do these users have a log in to your site already? You could add them manually rather than allowing self registration if you go inside the course to Settings>Course administration>Enrolled users and add them manually there. When you say self registration do you mean self enrolment into the course? See http://docs.moodle.org/en/Enrolment_methods