Are you sure sombody didn't dupe you and sell you jst a DC engine? Get the Shell off and that will tell the tale!
Are you sure you have the correct address?
Try resetting the decoder.
Dave
Lackawanna Route of the Phoebe Snow
Out of the box the decoder is going to be on address 3 -- that is the NMRA standard default decoder address that they all come with when new. Try running it on that address.
If you have tried to reset it to a long address, you must also set CV 29 to a value of 34 in order for the decoder to recognize the long address. Some DCC systems do this for you automatically, and others don't. Even if the decoder accepted the long address and CV 29 was not changed, the loco should still run on address 3.
If programming CV 29 doesn't cure the problem, perform a decoder reset and start over.