I am installing a new ceiling fan. Fan works fine, but the light will not work. Any suggestions?

Check your wiring. What sort of fan, what sort of light?

http://www.ceiling-fans-n-more.com/ceiling-fan-general-troubleshooting-and-FAQ.php

How do you have it wired at the ceiling?

http://www.ceiling-fans-n-more.com/ceiling-fan-wiring.php