Is the co-ax connection on the back finger-tight? And do you have any flashing green lights on the front-left?
Your box could well be faulty, and the quickest way to report that is to call in...
150 from a VM phone, or 0345 4541111 from any other phone. VM staff do respond on here, but it might take a couple of days.
Out of interest, do you have VM broadband?
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