If you have the camera set to the largest aperature (smallest number) the DOF preview button does not do anything as it is already looking through the lens at that aperature.
Stop the camera down to f/16 and press the button.
It should get a lot darker and the DOF the sensor will see will be what you see through the veiwfinder,
Remember, This is just the opinion of a stranger on the internet.
Check out my Galleries at: