Welcome to Geekhack!
Sorry that your first post is to report a problem (most regrettably I seem to be saying that too often these days).
Anyway, I haven't had any problems with PCCG, although admittedly I have not had to return anything.
First make sure the cable is plugged in properly at both ends. Some keyboards are a bit delicate with the keyboard end of the cable.
Next can you try the keyboard on a different computer?
Lastly, try a different cable. A standard USB to mini-USB cable should suffice.
If all else fails, maybe call PCCG, describe the symptoms - maybe it was a faulty batch of keyboards.
I'll probably cmoe to regret saying this, but there are not many Leopold problems reported around here.