Peter, from what I can see from the picture on Express Model's website there's not a lot you could possibly get wrong with that unit. It appears to a pairs of terminals for the AC in and a pair of terminals for the DC out. Not wishing to attempt teaching my grandmother to suck eggs but I presume you've connected the LEDs with the polarity correct? I think dbclass50's suggestion of proving an output from the unit with a meter or whatever does seem to be the best way forward.