ok, from the engine, you should have a blackred, bluewhite, and green. not always, but usually...
im assuming you got one of those blue "race" cdis, cause they dont need a plug, as they have a lead coming out. or similar...
but same deal, there should be black red, or just red, blue white, or just blue, and a green. then the other two wires, should be a black yellow, that goes to the coil, and a black white, which is the killswitch
it might just be a dud, as someone already said
and if its been wired up wrong, its now more than likely a dud... (semi conductors dont like high/ reverse voltages on the wrong terminals...) and they dont really make any difference either
ie, put the original one back on
it could even be just a bad join on one of the terminals...
and, if you look around on ebay, there are adaptors already available...usually come included with the twn plug cdis.... usually. depends on the supplier