Hello! I bought a tasco 40-114675 a couple of weeks ago to see Mars with. I couldn't set it up either and nothing worked.
Here's how I got it to work.
Take the telescope outside, in daylight, and set it up. Use the scope mounted on top to line up with an object some distance away; eg. a neighbours chimney pot.
Now look through the eye piece with only the 2.5mm eye-piece attached. Can you see the chimney pot? If yes then alignment is OK.
If not the scope and telescope need adjusting. Make sure the scope on top of the telescope is pushed all the way in.
Now manually align the telescope with the chimney pot. Keep only the 2.5mm eye-piece on the telescope.
Keep adjusting the position of the telescope til you have lined up on the chimney pot. Remember small movements make huge changes to what you can or cannot see out of the telescope.
As long as the chimney pot is around 100m away, the telescope is pointing correctly at it, by gently adjusting the controls you will see it.
When this is done look through the scope sight. Is the chimney there? If it is the scope and telescope are aligned.
If not gently screw and unscrew the three retaining screws which hold the scope sight in position, until the cross-hairs are as near as possible on the centre of the chimney pot, as seen through the telescope.
I did this and although I haven't seen Mars yet, I have looked at the surface of the moon for the very first time! Once you have aligned the scope sight and telescope, using the 2.5mm eyepiece, you can focus on the moon immediately by ligning it up in the cross hairs. It will be close enough that by gently manipulating the tripod controls it will come into view.
The 2.5mm eyepiece will let you see almost the entire moon. Once you have found the moon and focused, you can change eyepieces and zoom in closer and closer. It is easier to start with less magnification and then increase.
Hope this helps and that i'm not teaching my grandmother to suck eggs. Matt