What model is your amp? Amps are picky bits of circuitry. a good amp will have overload and short circuit protection and usually have a 'protection mode' led that lights up if its not happy. Wire it to power before you start hooking up speakers. You need good sized cable for the power positive and earth leads especially if its a high power amp. Generally a 4 gauge wire from the battery with an in-line fuse and a 4 gauge strap to earth to a metal point in the boot or wherever you're installing.
Amps should also have a remote input. This one only needs a small gauge wire coming off 12v accessories or the remote output on your headunit if it has one. This lets the amp power up only when it need to be... when your headunit is on to make some music.
Without this signal the amp wont turn on at all.
I ran into this issue once, the wire we ran for the remote input must have been damaged somewhere as it was only showing ~2V at the amp end so the amp wasn't turning on. We ran a new wire and all was sweet. Bass for the masses :p