Well forgive me for sounding a bit patronizing but troubleshooting always starts at the basics... have you used the jumper on the 2 correct pins (Servo recoil pins, 2 closest to the IR emitter port) while you turn the tanks power on? That enables programming mode.

See here



Once that is in the proper mode you need your IR sensor and LED indicator hooked up correctly. I use a Tamiya sensor so it all plugs in only one way into the 5-pin cable.

All the info you need is here, follow the procedure step by step, I use the same steps every time

http://www.clark-model.com/eng/prod_rx20/index.html