Programming Chinese Arduinos

It's because these are unprogrammed chips, meaning they haven't had a bootloader programmed into them yet. Here is a tutorial for using your Arduino board to program a bootloader into them (there are many such tutorials available).

It only needs to be done once per chip so it will be worth your while to program all of them, once you have set up to do one. This is a very economical way to build "home-brew-duinos".