In the old parallel cameras, when you plugged in the power supply, the fan and the LED came on. With the new USB cameras the Fan and LED don't come on until the camera is then plugged into the PC and the PC has downloaded the camera firmware to the camera.
This is actually a feature of the USB cameras. They contain no permanent memory and are "booted" by the PC. This allows us to upgrade the firmware in your camera by merely sending you new drivers.