I had the same problem at first with my SWF in my 5 gallon. I could not get the nitrates to pop up, and get the ammonia down, so I ended up dumping in ammonia so I could saturate the filter until it could no longer absorb ammonia. I tore the tank down and restarted the cycle, using the same filter cartridge. The second time round i got the tank cycled successfully, most likely because the SWF could not absorb any more ammonia.
To keep the tank cycled, refer to the link doubletheman posted, as I had the same questions as you more/less. I just popped off the back of the filter and replaced the carbon/zeolite with another sponge from another small world filter, and when i need to wash out the filter sponges, i alternately wash the sponges so there is always at least one which keeps the cycle.