Did everything match up identical to your old one? Were the wiring plugs the same? Any reason to suspect they sold you the wrong year/model?
How does it 'not work'? Does the engine start but run badly? Does it not start at all?
Where the distributor shaft engages the camshaft SHOULD only be able to go in one way, but apparently it can be forced together wrong if you try hard enough.
Did you put the plug wires on in the correct order?