Hmmmmmmmmm? Are you sure the power supply is connected? This pedal is true-bypass (from what I gather) so once it's off, your signal will run through it regardless if it is working or not. There are also many knobs on that pedal so try experimenting with that and if you have tried the power supply, new batteries, and adjusting the knobs on the pedal; return the unit and get an adequate replacement.
If you have to return the wah, and are seeking another; I use a Budda wah which I am in love with. I have owned about every wah you can think of, and I have found this to be the best out there for funk style playing and Hendrix style leads.
http://www.budda.com/gear/wah.cfmBest of luck!
Douglas Showalter