I can't remember how long it takes to configure because it has been a while since I set mine up - did you let it set up long enough? Is there anything to lead you to beleive that it was not configuring?
I'm just asking to find out if there were any signs that it was doing anything at all - although I'm not sure what those signs would be anyway.
Don't go nuts trying to troubleshoot this on your own or here on the site. Call Apple. You are entitled to 90 days of free phone support. They will get you through it. You can find the number here.
http://www.apple.com/support/ipad/contact/
EDIT - I type way too slowly - I'm glad that you got it working!!!!
Message was edited by: Demo