There isn't a whole lot to do with those things.
1) Are you sure your GSM card is good? (have you tried it in another phone?)
2) Are you sure you put it into the slot properly?
3) Are you sure you are in a service area? (did that other phone work in the same location)
My unit works with either the battery or the power or both connected, so that can't be your problem. The lights on my unit all stay on solid. And I get a signal even if I don't plug the antenna in (not as strong though).
If still no-go, give CAI a call.