The Mercury is actually very easy to set up. One thing to check is how you have the servos plugged into the Mercury. Make certain you have your model type selected, likely "Normal" and then be certain you have each servo control function plugged into the correct socket following the guide shown in this picture, if you don't do this the gyro won't work. You may be able to manually assign the gyro to a control function but this is the easiest way to hook it up so the "setup assistant" will work. Hope I haven't just stated the obvious. I took this picture right from from the Mercury instructions.