First experience failed!

I have a set of tools including AVR Studio 4, WinAVR, and some code samples. I have connected my ATmega128 to my computer through a AVRISP MKII. So the connection is done. I could download a simple project (turning on a LED by PWM changes), but I don't get the LED on. It looks everything is right, I get ok on verification stage too, but no ON LED :(