Well, my thoughts on that is you did not follow the parts section of the instuctions... You will notice that the LED that I mentioned to use is a Radio Shack Led with a built-in resistor, thereby making the LED a 12 v led ..you prob used a standard LED , which requires a seperate dropping resistor to be added so it does not blow out... which will happen the very first time you use it.
The second possible is you have the led wiredBackwards ..Leds are POLARITY sensitive, meaning they do not work unless they are wired correctly [ pos/neg]...you can tell that by reversing the leads at the battery in the test I gave you and see if it lights then..if yes , you have it backass.
Have to read the stuff as it is posted b/c it is thought out .

Did you observe the LED polarity ???
Did you use a 12 volt LED ???

__________________
A Dalton