It certainly sounds as if the main fuse is blown. Do you know where it is? If it is external, unplug the unit and take it out and inspect it. If it is inside, you will have to open the case and look at it. The main fuse will be somewhere between the power cord and the power transformer.
If you have a blown fuse, take it to your nearest Radio Shack, match it and replace it.
Replace the fuse once. If it blows right away, it means there is a serious fault, most likely in the power supply and the unit will need service.
In a situation like this, the main fuse is usually blown. Most of the time the fuse blows for a reason, but sometimes you are lucky and a fuse is out of spec and blows at turn on. Only replace the fuse once, and NEVER use a higher rated fuse than specified.
In the unlikely event the mains fuse is intact, that may mean something wrong with the turn on circuit. Sometimes it means the mains transformer has failed, that is the worst case, and the unit would not likely be worth fixing in that event. Either way if the main fuse is intact, or the replacement fuse blows, the unit will have to go in for service.
Unfortunately servicing sophisticated modern electronics can be costly. Get an estimate. The other bad news is that you may have to pay significant money for your estimate, as there is frequently a lot of labor involved in finding what is wrong.