If this is new or if the previous owner was a DirecTV customer, the antenna is set to work with DirecTV only. If that's that case you will need to find a dealer who has the special software and cabling to reprogram the antenna for Dish. I can cost between $75 and $200 for someone to do this for you.
If it's not fairly new, then you may need a software update as well to work correctly. If it's more than about 5-6 years old you will only be able to receive the 110 and 119 satellites but not the 129 where most of the HD programming is located without a hardware update as well.