I would also check your fuses, if all your fuses are ok, then I would go back to the fuel pump double check you wiring. Take a multimeter and make sure your getting power to the pump, check to make sure Positive, Negative and Ground wires are in/connected to the correct connection/spot.

If none of that works, I can at least help you narrow down your problem area, if you are getting power to the fuel pump - your issue is either with your wiring or the pump is faulty -- If you are not getting power to the fuel pump your issue is back at the fuses boxes or there could possible be something wrong with your ignition (doubt it though)
--If your getting power to the pump and your positive that you have is wired correctly, I would take the pump back and try to exchange it, or have them test it.

Hope some of that helps!