You have to make sure the bulbs are in the end-caps correctly. Its the auto-off safety feature of the Icecap660.
The end caps have little standoff of where you could screw them into a hood/canopy -- its easier to tell if your bulbs are in correctly if they have internal reflectors like the URI bulbs -- the standoffs will be up and the light side of the bulbs will be facing down.
has some answers to several good FAQ
...are you running a one, two, three or four bulb configuration?