I had the same problem with the lights. Opened the battery cover and found one of the battries was out of place. Put the batttery back in place with the help of a mini flat head screw driver and the eyes came back on.
is it possible though that the lights might be dead on arrival? i swear i tried every possible combo with them and still nothin...........im planning on going to buy some batteries tomorrow and see if i get a better luck, if not, guess i gotta turn him back in