Penn Plax heaters

I just bought a 100 gallon heater and it says to turn the knob till the pilot light comes on. Where the heck is the pilot light? Is it that bulb looking thing in the glass tube that I can't get to turn on no matter how much I turn the knob? I feel like an idiot asking this, but I can't figure it out and I don't want to fry. I've looked all over their website and I can't find any info. Please help.

I left it in there for almost an hour.

Ha! Now I DO feel like an idiot! The plug (although all the way in) was not making a good connection. I've got it now. Thanks.