Are you sure that you have the LED hooked up correctly? For example, the long lead on the LED should be connected to the positive side of your circuit. The kit's manual explains this.
Also, are you sure you don't have a short circuit somewhere? Can you check out your voltages with a voltmeter?
Are you using the proper resistor in series with your LED?
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Also, are you sure you don't have a short circuit somewhere? Can you check out your voltages with a voltmeter?
Are you using the proper resistor in series with your LED?
If you're using batteries, are they dead?