... Yes, you have to stop down the lens manually. Switch the lens to manual mode if there is such a switch on the lens and try turning the aperture ring... the diaphragm blades should stop down to the aperture indicated on the ring. Good for you if this works... otherwise read the next paragraph for some DIY tips.
If there is no such manual/auto switch on the lens and the diaphragm blades do not stop down when turning the aperture ring, then some simple modification is needed: you have to push the 'stop-down pin' (the one jutting out at the M42 screw end) down and keep it down with a dab of superglue (just a bit will do and press it down for a minute... do not use too much glue or it will flow into the optical elements). If you can think of other ways to keep the pin down, of course it will be better than the permanent superglue solution...