Replaced power supply but it's not intializing

Hey all, I just replaced a bad power supply in my ProLiant DL360 G7 with a new one but the new one doesn't seem to be intializing. The latch clicked and the cooling fan is running but the LED isn't lighting up. This is the first time I've had to replace a power supply so I thought I'd ask if there are any initialization "gotchas" that I need to be aware of.

Thanks,

Joe B