Does your machine have an amp meter ? Does it register when you fire it ?
Does your software have an adjustable power setting for firing the laser through the button?
Make sure your setting isn't to low. Try for 20% or higher.
Check all of your controller settings.
Some controllers can be set up for different styles of tubes. (RF, DC, etc..)
Double Check all of your wiring and settings, it could be something simple that you wired wrong or set incorrectly.
Try to start at the basics again. Tape a paper target at the first mirror and test fire. If it burns a hole there move to the second mirror and so on.
Next make sure your lens isn't upside down. It happens a lot. Then make sure your focus distance for that lens is correct.
Gozzie