We've walked a lot of users through this with the aid of this very useful URL:
http://associates-amazon.s3.amazonaws.com/scratchpad/index.html
Input all your details and it'll test that you're set up correctly. If not it'll direct you to some information that will assist you getting set up.
If you use this tool and can't find any issues THEN submit a ticket to us because it's likely something we need to look into.