Why won't by Sony Blue Ray Player Turn ON?

I recently received a Sony BR player for my birthday. After following the step by step installation, the player would not turn on. I plugged in my HDMI wire, plugged the AC plug into the back of the BR player, then plugged the player into the surge protector. I waited a few Min. because i was told it takes a few seconds to warm up. Once this didn't work I pressed the I/O buttons on both the Player and remote. When this didn't work, i held the play button in hope that the screen was just locked. No luck. I figured i would ask before i returned it.. Someone Help Please..