When you turn on the TX you want to make sure the throttle is all the way down. That heli has a built in safety where it will not are the all in one unit unless it senses this. Make sure there is no trim on the TX as well. When you turn on the TX does the red light come on? If not then you may have the batteries installed wrong.
If you know the battery is good, (by testing it with a volt meter), then I would say the heli has a faulty all in one unit.