You could try attaching a picture. It's hard to give advice from what you're describing. Chances are it's fermenting, unless you were less-than-careful at sanitation. Generally beer is pretty forgiving about sanitation, but it's best to follow good sanitation practices.
I would say don't worry - give it time. In the meantime, read up on how to take a hydrometer reading. You may be doing something wrong there too. Actually, don't take a reading for a little while - the more you sample, the more chance you take at infecting the beer.
Keep the beer in the dark, take a peek at it occasionally, watch for bubbling in your airlock, although if it doesn't bubble, it could be because it's done fermenting already and you missed it, you didn't have a good air-tight seal, etc.
After 5 to 7 days after pitching, take your sample and reading. Repeat for a couple days in a row. If it doesn't change from day-to-day, and if shows that it has fermented, you're good.
If you haven't already, check out the wiki, and try reading up in howtobrew.com. You can learn a lot from both, and they can answer a lot of questions you may have.