I have a Hampton Bay

the Hampton Bay 300W transformer requires that at least a 20 watt load for it to function. If you only have one bulb, say a 10 or 15 watt to test it, it wont work - sounds crazy, I know.

If you have an installation brochure it's under "Important Safety Feature". The first sentence reads "In order for this Transformer to operate, a minimum load of 20 watts MUST be installed before plugging the Transformer into the electrical outlet.

Hope that's it - by the way, these transformers can emit a high pitch when running - not sure why, but it's a common complaint.