Hard to say where to start. For this test, you don't need a profile, we're just going right into channels. Profiles just make things easier for use humans to relate to the fixture, as well as later on enable the software to do mega cool things with your fixtures especially when you have multiples.
Note: You must have the ADJ MyDMX hardware in order to use this software to control lights.
First, ensure you're using a compatible PC with a compatible OS, and using preferably the September 2010 version of MyDMX(It's the one downloadable via the ADJ site).
Second: make sure you installed the driver.
Three: make sure you plug IN the hardware AFTER booting but before you launch MyDMX, but bot before you've done step 4 as well:
Four: Connect your DMX(DO NOT USE MICROPHONE CABLE) cabling up to your fixtures and your MyDMX hardware.
Now connect up your MyDMX hardware and launch MyDMX.
Set your fixture to address 1. Power cycle it. It uses DIP switches. You should either address it while OFF or power cycle it after setting the address(off then on). If you want to use DMX, make sure DIP 10 is in the ON position. All the others should be in the OFF position except for DIP 1.
There ain't a whole lot left. DMX channel 1 is your opration mode control and 2 is motor speed. Put 1 somewhere, put 2 somewhere, it should work.
Oh, build yourself a DMX terminator. Always handy to have.
Also, check basis crap like power, fuses and stuff like that. Check that your cables are good too. It doesn't appear to be done in the reverse polarity.