Make sure the USB cable is securely plugged into the Wand and a power source.
If it is, and still won't charge, the wand may need to be reset. To reset your wand push a paperclip in the small hole in back of the Wand. You should feel a click once the reset button is pressed. Do not use a sharp object as this may damage the wand.
After resetting your wand, try charging it again.