My guess would be:
1) You haven't pressed the wah down enough (to activate it - try pressing the switch down with your fingers)
2) Dead battery
3) Plugged the pedal in the wrong way (guitar goes into the right side of the pedal..)
Ok. I tried. Put in a brand new battery, made sure everything was hooked up correctly, pushed the switch down w/ my thumb. I know what alot of the problem is.....my cable. One of my cables somehow got a short in it. Until I get a new one, I can't really saw whether my pedal will work or not.