There are a couple of possible reasons for this:

1. You don't have your COM port and/or baud rate set correctly

2. Your radio is not set for Automatic Data TX. This is off by default in most radios. Enable it in the DV set mode.

3. Make sure that GPS mode is disabled

4. On a quiet frequency Make sure that rig isn't "BUSY" on the display. If it is adjust squelch more toward the attenuator( about 12:00) till "BUSY" goes off.

Note for 2820 users: The data jack on the front panel of the IC-2820 has a very narrow opening and is deeply recessed.  If you have a home-made data cable, it is very likely that the plastic of the plug housing is preventing you from seating the plug all the way into the contacts.