Brand new NDLR won't turn on?

[Electro Something]

Ok hopefully I'm just being a total idiot here, but I just got a brand new NDLR from Perfect Circuit.  I plug it into a powered-USB source and nothing happens.  I've tried other USB sources and different cables, and nada.  

When I press a button on the NDLR I see a little orange light flashing under the 'II' button, but that's it.

Am I just being a moron?  Or did I buy a lemon?  Please say I'm just a moron, lol.  

Thanks!