Firstly (and seems obvious) you are certain its sony compatable? Jessops make one for each brand (Nikon, Canon, Sony etc) and they are not cross compatable
Bry
Sony have their own unique hotshoe, so it's not possible to accidentally use a Canon or Nikon-fit flashgun as it won't physically mount.
First thing to check is that you haven't got the flash set to the Slave (S) setting, as this disables the contacts on the foot, preventing it receiving a triggering signal from the camera.
how do i check that? sorry to sound thick, never really used a flash gun.
can this one be used on all modes of the camera, a priority, s priority etc