The manufacturer might have a wiring diagram online. Make sure it's wired properly and the bulb is firmly screwed in.

Have you opened the ballast to make sure all connections look ok? If opening it invalidates the warranty, then leave it closed and contact the manufacturer. And if you've already oipened it, you might want to keep your hands away from the little metal tube-looking thing. (2 inches in diameter, a few inches long) It's the capacitor, and packs a deadly whallop. If not careful around it's terminals, you could kill yourself.

Does the little green light come with an odor of burning insulation...?