That's how it works if you're in-game typing in the console. ; )
If you're typing into a DOS box or through ASE or something, then you don't need the \rcon part, just type the command and it should work, assuming you're using proper syntax and spelling.
PS: The \rcon commands assume you've already logged in with your admin password, which you should do outside of game (such as entering the password for the link in your favorites) so that you don't accidentally broadcast the password to everyone in the game by typing it in the console manually!
If you start a dedicated server from the game, it closes the game and shows only the console. When you type in the it just echos back what you type. There has to be a way to type commands in that window.