Well there could be any number of things wrong here, but let's start with the easy stuff first...SW is not like scanners- broadcasts are scheduled, not on 24 hours a day. There are quite a few sites out there where you can find schedules of broadcasts, but among the best - because you often get the newer schedules first - is the DXLD Yahoo group (links are always blue, by the way)
https://groups.yahoo.com/neo/groups/dxld/info
Now there are several sites that organize this data, but it sometimes takes a few days for them to put it on their website - such as Prime Time Shortwave. See the schedules section of...
SWL Broadcast - The RadioReference Wiki
(Tip: in the Table of Contents, you can click on option 8 - it will take you directly there)
Now just a little more - the time of day is critical for when you can hear stations. A basic rule of thumb is to listen above 10 Mhz during the day, below this at night. This is because of an effect known as propagation - it's largely controlled by how the sun interacts with an upper region of our atmosphere known as the ionosphere. This site has a good explanation of how this works -make sure your Flash player is up and running..
Propagation Primer - Flash Movie by AE4RV
Now just one more thing - antennas are a big deal here. That portable is well known to be pretty sensitive, but even so, a better antenna will bring better results. For now, you should use the wind up antenna you should have along with the radio accessories.
I've given you just the tip of the iceberg here - there are MANY other ways that you may or may not hear a particular station or frequency. When you're ready, join us in our HF / MW / LW Monitoring forums.
HF / MW / LW Monitoring - The RadioReference.com Forums
Mike