problems with finger scanner

I bought a KOOKYE Optical Fingerprint Reader Sensor Module Locks All-in-one For Arduino R3 this is the first time I have tried any thing like this as its my college project. I am using a mega 2560, I have contacted the finger scanner to the board like your video in this link Getting Started with the Fingerprint Sensor - YouTube . The scanner flickers green for second then off and there no other lights showing on the scanner. I then down loaded the library and then done the enrolling and then it say no finger scanner found like in the pictures below.

Do you think it might be helpful if you posted your code ?