Assuming you've done the obvious and checked the antenna is plugged in then they may have given you a MK2 and neglected to put in the splitter, the antenna may be broken (and they aren't cheap) or the connectors under the headlining may need a wiggle.
EDIT: BTW if anything is wronk with the tuner and it's a MK1 or MK2 try to get them to swap for a MK3. It's lightening fast at tuning.
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