First thing is are you sure it is a sound activated model? Even the sound activated ones have a manual override for constant-on, so you should test it to make sure it works.
If it does work, then it isn't detecting sound. How the sound activated models work is they have a microphone that picks up the sound from your speakers. If you are using headphones, or the system is on the floor and the speakers are on your desk, it won't pick up any sound. Some of them have a sensitivity adjustment dial which may help.