If you're sure both the switch and router are good, and you don't get any lights at all when you connect them, then you're using the wrong cable. Remember that you need to use a "normal" straight-thru ethernet cable to connect a router to a switch. If you're using a crossover cable, it won't work. Some 3rd-party switches do auto-crossover and will work with either cable, but Cisco doesn't.
If that's not it, post the relevant interface sections of both configs, along with results of "sh int" commands for them.