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You "can" but it is highly advised not too. The bolt damages the bb when it is fired.
Kitt - Not worth it at all. Between the risks of shattering ammo as well as embedding dirt into your gun, there aren't any benefits to reclaiming bb's.
Spend the extra $$ and get bio-bb's.
Read this for more info.
Or read up on Airsoft 101 thru 106 if you'd like.
If that is the case, there is a problem with your gun such as a broken or defective air nozzle. The bb's are fired by air pressure only.