Yup.
I had that happen to me twice, on 2 different guitars, using two different wiring schemes, same exact result as yours. I never did get those suckers to work and just plum gave up on 'em, as I got the exact same result twice in a row, when everything else works perfectly.
One was the stock scheme, the other was Rob DeStefano's version.
On the second one, when the same thing happened, I got ticked off, flipped the switch around (just in case) rewired it, exact same thing.
Then I tried to think it thru to find my problem, came up with an alternate wiring, it got worse.
I thought this was pretty ridiculous considering I wire up multiple pot-active electronics setups regularly and they work every time, first time.
I said to **** with them and installed 3-ways instead, which wired up quick and worked perfect each time.
I'm still not sure what the problem is, I wouldn't mind giving it another shot if someone could explain the problem, I know I wired 'em correctly per diagrams.
I think it has something to do with the pickups 3rd wire, but can't really prove it, and got tired of trying.