Are you powering it from USB or from the power jack. If the power jack, what are you using?
If you are powering from the USB port, make sure you're plugged directly into the computer and not into a hub, keyboard or monitor port.
Many of those ports only supply 100ma which should barely be enough. I've tested my Uno at 85mA peak so far, but just running LEDs and a speaker. If you have more inputs and outputs running, you could be too low. I've found some keyboards that can't give enough juice to power some thumb drives.
I tried running my Uno off of 3 AA batteries that were in a rechargable battery pack directly to the jack but the lights just dimly flickered and the sketch didn't run. Not enough juice.