I assume that you can get freeview in your area? Also have you got it connected to an external aerial, pointing in the right direction for the freeview signal.
From the revies on the net most of these devices seem to be a bit hit and miss at times. Which one did you get? I could be tempted for xmas.
I've got a freeview box and it works just peachy round my way (Selby) - Use this http://www.dtg.org.uk/consumer/coverage.html first of all to see if you're in with a chance........
I have one which I bought from the BT shop on-line (http://www.shop.bt.com/invt/011613). I searched the internet for product reviews and it was the only one which didn't have a negative review - mind you it isn't the cheapest.
It works fine and the picture is remarkably good, much better than the analogue signal. This is the first digi-box I have owned so I have nothing to compare it with but I am happy with it so far.
The aerial you have needs to be compatible with digital signals, if it is old it is possible this is the cause of no picture.
I've just remembered something else; my TV is about 7 years old and gets a little confused as to which device it should be playing - it has 2 scart sockets into one a DVD is connected and a VCR into the other (the digi-box is inline between the aerial and the VCR). I have to toggle between the devices by using the "AV" button on the TV remote. If you have a similar set up it might be worth trying the AV selection.
I bought Grand DVB-T Pen, it came with an aerial, I tried an indoor couldnt get it to work. As I wanted it for my work PC at work external aerial is not an option.
Not sure about the connecting it up to a computer side of things, but I dont think that you'll get enough gain from an indoor aerial to receive digital - maybe after they switch off the analogue and crank the power up, but not now.....