If you did everything according to the manual and attached electrodes properly and still your SpikerShield doesn't react (led lights don't flesh and no sound from the relay) then you have couple of options to fix it.
One of them is to upload a fresh new code onto your Arduino board, found in the link bellow:
https://github.com/BackyardBrains/Human-to-Human-SpikerBox/tree/master/V0_953/Human-to-Human-SpikerBox
Once you've re-uploaded the code press the RED button on the Arduino board to RESET the whole module.
Steps for uploading the code and reprogramming your Arduino could be found in FAQ>How to reload the code and reprogram the Arduino.