Look here http://docs.google.com/viewer?a=v&q=cache:J-mZIHS1b4YJ:unclemilton.com/manuals/moon_in_my_room_manual.pdf+uncle+milton+moon+in+my+room+instructions&hl=en&gl=us&pid=bl&srcid=ADGEESgv8_VqQLxST-qrYdDeeZhs7hDnc_UIPPsB0foXlXsK7tA8SwqqwWjrAfRXbsXfh7GhiZVUTCUGz24icsN86es_AIl_znPKlP65YMKBe6JbZSey0swS--HzZ4Fbq-tZmGqIL90x&sig=AHIEtbSqCZuBkZyi0sp391Bz4Vs79EklNA

It says that you must make sure that the "+" and "-" are inserted correctly.

Look there, it shows how you should put the battery and also the remote battery.
You must switch it on from the back then you need the remote to turn it on.

IMPORTANT: Before operating, be sure on/off switch
located on the back of Moon In My Room is turned to the
"ON" position.

Before taking this product back to the store, contact us. Call 1-888-742-2484 or go to www.unclemilton.com
Please don't forget to rate my solution, thanks.

Well.. without going into great detail

Assuming you placed the batteries in the Moon.. and switched it to ON..

A couple of things.. first.. the room lights must be out.. it has a sensor so it won't illuminate with lights on.

Also.. I know it's redundant.. but make sure the batteries are oriented correctly +/- per instructions in both moon and remote control.

And finally..the"Moon" must be hung on a wall.. in a vertical position using one of the three mounting holes.

http://unclemilton.com/in_my_room/moon_in_my_room/

Best of luck!