I had the same problem it may appear that the male and female plugs plug into each other from the harness of the lites but actually its another plug behind the fuse box which is part of the bikes wiring the plugs into to lite harness it cost me forty bucks from the dealer for ten minutes of work.
threerob is correct. I had the same problem until I realized that the plug to plug the lights into was already part of the Fury wiring and on the bike. I took mine apart before I caught my mistake. Make sure you are plugging it in to the plug already on the bike.
I looked didn't see it but will check again in the morning, I pulled the fuze box off and I didn't see anything ?? plugged into the corner on the back side of the fuze box, the female and male plugs beats the hell out of me......thought they plugged into each other....what hell is up with the instructions......you would think they make them right...If you dont mind I'll pm you if I still can't figure it out. thx
Okay, The Male and Female plugs on the LED's DO NOT plug into each other.
Look under the group of wires that runs under the fuse box. spread them apart a bit with your fingers and you will find an identical female receptical waiting for your male plug from the LED's that's the one you want. The female plug from the led harness must be for a future/ different mod. If you look hard enough you will find it. I made the same mistake until I realized thats the ground wire, and you can't ground the LED's to themselves. And I agree, instructions were fine until that point.
Believe me, I did the exact same thing you did, hooked it all up, didn't work, went to bed, re read instructions in the morning, and realized TWO wires from LED's have to hook up to TWO wires on the bike. You will find it.