It depends on what you are trying to do and what connection you're attempting to make. First thing's first:

1) Are you plugging the device directly into a television via hdmi port or using the home dock?

2) Have you made sure the cable is securely inserted on both ends?

3) I've read reports of people purchasing faulty or cheaply made cables (mostly eBay) so the cable itself might not be adequate

4) As of right now if you do not have the app "real hdmi" the only way you can actively use the HDMI port is via the Stock Gallery. This means you can only display photos or videos you've transferred/recorded onto the device. There should be a little "hdmi" button on the screen when in gallery view that you will need to press in order to actively display image/video to your source.

5) Suggestion: Make sure you have the correct input selected on your display source.