Aube by Honeywell TI033/U 7-Day Programmable Timer Switch, White This instant

I purchased this (TI033) from Amazon after reading positive reviews about it. I wanted to use it to control two garage lights - 5W each (25W incandescent equivalent) , cold cathode bulbs. My switch box has a black (hot) wire, two black wires tied by wire nut and 3 white (neutral) wires tied by a wire nut. I believe I followed the wiring instructions correctly. However, upon turning the power ON from the breaker and the ON/OFF control on the timer switch on ON, the display remains blank. Upon resetting it, the display flashes for a second and goes blank again. I tried to contact Aube Technologies, but was listening to music for 25 mins! I want to confirm that the problem is with the switch before returning it back to Amazon. Any idea what might be going wrong?Get more detail about Aube by Honeywell TI033/U 7-Day Programmable Timer Switch, White.