Blinking Orange Light

I'm trying to set up my brand new Time Capsule. However, whenever I turn it on, the status light goes from green to orange, and then blinking orange after a few seconds. I have tried to set it up in AirPort Utility (as a client to my current router), and it's fine until it gets to 'Waiting to restart...', and it refuses to restart.
Is there something I should be doing before I turn the Capsule on so that it doesn't get to the stage of blinking light? (Also, there is no printer connected - just the power cable) Thanks!