The throttle settings will have alot to do with the ESC initializing and entering program mode. Double check to be sure that everything is plugged in with the correct orrientation, ground-ground and signal-signal, positive is always center.
For more help, check out the vids available at helifreak, http://www.helifreak.com/viewtopic.php?t=12455 the particular vid, will be ESC set up vid and give you a conformation as to sound Qs from the ESC.