First thing to do is to unplug the printer from the power outlet, then leave it like that for a few minutes. Connect the power and watch what happens. If it starts, then go to Start > Run > devmgmt.msc and check its installation. If there is an item with yellow, then the printer might lack installation. Insert the CD and install the software and the drivers.
For the case when the printer doesn't start at all, switch the cable and take it to the warranty or repair service area.