take the panel off that the socket is on in the passenger footwell and make sure all the wires are in the plug properly.
failing that you can connect the cable straight in, i used the wire from an old serial mouse to build mine and soldered it into the correct wires via the diagram that comes with the software you download from the rsw solutions site!
the cable you got, was it for eas? i would check the cable has the pins in the right holes!! you could always doctor that cable and solder it in, after all its pretty useless at the moment!