Ceiling fan w/ light - Light doesn't work


First time poster here, so be nice....
I bought a ceiling fan with light from Lowes this afternoon and installed it this evening. This combo piece is replacing an existing fan-only fixture, and as such, there were only three wires coming out of the outlet box (white, black, and ground). The fan operated off of a single wall switch.
The instructions on my new fixture have (I thought) a wiring section titled "Fan and Light controlled by chain" and has an illustration connecting the fan white/black to the outlet white/black, and having the fan blue wire capped off and not connecting to anything.
Anywho, that's what I did, and the fan works great. Problem is, my lights won't come on.
I'm sure this has been posted before, but I searched for a while and couldn't find anything that fit this situation.
Any help is extremely appreciated.
Thanks,
Mike in Franklin TN
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The blue wire is for the light. Connect it to the black wire.
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Easy enough. Thanks!
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