Al:
Check the obvious stuff first (cable, connectors, etc.). I accidentally "let the smoke out" of my receiver once; was trying to hook my "DC-to-light" all mode receiver to the Aux rcvr port on the back of the set-top box for fun and although I had "checked" to see if there was DC present, I hadn't stuck the meter probe far enough into the F connector and....a wee wisp of smoke came out (probably a current limiting resistor). Since everything still works, I just moved on.
As Bill suggests, double check to see that there is 12-18 volts across the LNB connector on the back of your receiver (and make sure you don't do a half-@$$ed job like I did)!
73 de Bob