[FreeTV]

I just bought this antenna and have tried to just plug it in and scan the channels and it comes up with nothing. I tried to plug it into the HD and the cable plugs. It is a Proview TV that I am using and seems to work just fine wiht everything else. The antenna says it is omnidirectional and that I shouldn't have to move it. Even with that I placed it facing where most of the channels are suppossedly coming from. I am new to this whole thing and have never done more than just plug the cable from the wall into my tv so I'm probably just overlooking something or a lot of somethings.
I am in the Dallas, TX area and shoudl be within range of all of the channels, or at least most of the basic ones. I do have the antenna in the middle of my home though and saw people had luck with it by a window. Can someone even just verify where to plug it into? What plug in on the back of the tv to use just to help verify that I am even doing that right. The guy at RadioShack said that it should be incredibly easy to use and work right away. (Imagine my utter feel of failure when I have to go looking online to figure out something even *this* easy.)
Please help.
Thanks anyone willing to take on my problem,
Jake