make the blink example work on pin 13 if the led is plugged directly into pin 13 and ground.
Don't do that you will fry the arduino. You NEED a resistor, if it didn't work with one you have either wired it up wrong or have too high a value, you should use something between 200 ohm to 800 ohm.
Does the software say the download of the sketch was successful? If so then most of it is working.