I've got a Saffire and it's working well in, but a few things have to be in place. Have you installed the SaffireControl app and updated the firmware? You can download it at
http://www.focusrite.com/support/software/saffire/. Obviously make sure your monitors/speakers are on. 🙂 Are the lights for the two Line Mode inputs at the upper left of the Saffire green or orange? They should be green if it's connected correctly. You'll also want to make sure that the external power adapter is connected - I wouldn't necessarily trust that the FireWire port is providing enough juice to run the Saffire completely. Make sure the center Monitor knob is turned up and not muted.
Also, once you get it working I found that installing the SoundSource app (
http://rogueamoeba.com/freebies/) is extremely useful for letting me switch between the Saffire and the built-in speakers in my iMac.
What type of system are you running this on? What version of MacOSX? Good luck!