You are not very clear. Did you actually connect the device with the usb cable, or just want to hook it up.
Have you also stuck in a usb memory stick?
try plugging in a usb thumbnail drive. if it turns on then it could be that it's not compatible with the ipod. Just buy a 32gb thumb drive for $15 and put all your music on that and plug it in.
Yay, I got it to work. I have the really old Ipod classic which didn't work. I then tried my Nano and it worked!! Thanks for you help.