I also had this problem (in the UK). The reason was that the metal springs on the main body of the plug (i.e. not the 3 pin adaptor piece) had become compressed and weren't contacting with the 3 pin adaptor. I levered them up a bit and it all worked fine. Hope this helps.
Thanx CharlesElliott your suggestion to prise out the springs a little did the trick. For anyone else who has a similar problem, I did this with a small screw-driver, very easy - about 5 seconds to fix. Be careful not to pull the springs out too far though.
I guess the problem is caused because when the drive arrives, it already has one of the electrical plugs inserted, and over time that has caused the springs to decompress.
Anyhow, pleased that it's powere-up - the software is installed and need to re-boot my PC before doing anything further.
One other minor problem, the FLASH application which tries to load during the software install, crashed with a memory access violation.