Hi,
No lights means no power - so check that there is a signal which will at least cause the Phatbox to power up. On the standard 26-way Phatbox connector that signal is on pin 14. It should go to several volts (as many as 12 depending on the HU) in order to switch on the Phatbox. Power connections are normally pins 4 and 16 to chassis, and a fused +12 volt feed to pins 10 and 13. With those all present you should get some lights (red for power, green for errors / programming / disc access).
On the firmware side, there has been very little new firmware in the past 3 years (the last that I am aware of was for Volvo, early in 2005). So unless your head unit is compatible with an earlier head unit type, or unless someone makes an adaptor box which will convert from your head unit to one of the more "open" CD changer protocols, then I am sorry to say that you may not be able to get this working.
Les.