One of two things is happening.

1. You have marked the Resource as shared. This means that multiple events can use it without conflict. To change this, go to the EDIT | RESOURCES screen and change the shared flag on the Resource that has the problem.
2. You are looking at past dates. To aid performance, Connect Daily only looks forward for conflicts. So, if you put two events in the past in, and both use the same resource, then a conflict won't be detected.