Can't help you as I'm not in the US but I had similar problems to start with, with mine.
Try the following with yours:
Clean the ODBII port - I used a nail brush and wd40
Back probe the ODB2 port to make sure you are getting continuity through the port
Use a multimeter to test the cable from ebay to make sure it is wired correctly
Make a temporary bodge cable. I've seen pics on the internet of people just using strands of wire to connect a serial port directly to the odb2 port.
But seeing as you have a cable I'd ensure it's wired up correctly first - plenty of schematics on the web for the cable
Try the following with yours:
Clean the ODBII port - I used a nail brush and wd40
Back probe the ODB2 port to make sure you are getting continuity through the port
Use a multimeter to test the cable from ebay to make sure it is wired correctly
Make a temporary bodge cable. I've seen pics on the internet of people just using strands of wire to connect a serial port directly to the odb2 port.
But seeing as you have a cable I'd ensure it's wired up correctly first - plenty of schematics on the web for the cable