They go in backwards, for real.  Did you know that.  Put + in -
Please say you knew this.
Other than that, make sure you are on the default layer (or reset the layer you are on)
Turn the brightness up.  I believe the lowest setting is OFF.  They may just be turned down.
Also, they have like 4  settings.  On, breathing, light up when pressed, etc... press the keys to make sure you aren't in the one of those animations that only lights when pressed?