Check all the connections first such as power.
Where you've got the earth?
Check connections on the subs terminals.
Check amp connections, is everything tight?
What's the gain set to?
Have you checked the input stage of the amp, eg plugging a walkman or something into it?
Have you checked the phono lead you're using works.
Have you checked the output from your HU, ie does it need setting to output to the sub?
Let me know how you get on after that
Hope that helps
Hugh