Sorry, I added more info while you were posting

Just because the lights are all on it doesn't necessarily mean that its activated (
with sky) no. It wasn't in my case yet everyone I spoke to was adamant that it was activated - because it said it was activated on the screen and they had sent me a bill - that's what activated means to them.
You might have a different problem of course, but its exactly the same as my situation from the info we have so far.
Double check all your connections. If you have a modem from a previous ISP, give it a try. If its what happened to me you need tier 3 (I was promised a callback 6 times, including one from a supervisor, none of them actually called, in the end I had to stay on hold for 1 hour when tier 2 put me through to T3 - best of luck...)