Atari 5200 help

[Something]

I just got a 2-port 5200 but I'm having trouble getting any kind of picture to display on my TV. I have never used one of these before so I have no idea if I'm doing this right or not.

I have this power supply.
http://img402.imageshack.us/my.php?i...sc02142wc3.jpg

And this thing.
http://img528.imageshack.us/my.php?i...sc02143db9.jpg

I don't know if the box pictured above needs it's own power supply. I've tried plugging the power supply into it but nothing happens. I later found the port on the system to plug the power supply into which makes the red light come on when I press power.

So I put the cord from the 5200 into the port that says "game" on the box pictured above. Then I put the cord that comes out of the box that says "TV" into the back of my TV.

I've tried powering up the system with the cable from the box plugged into the back of my TV with the channel set on 3 but nothing happens at all.

Any kind of help would be helpfull.