Hi OA2381,
If you're using state machine r2, you'll need to plug in the wall adapter that came with the state machine. That adapter powers the valves. The valve circuits are isolated from the rest of the board's circuitry, which is USB powered).
If you're using state machine r1, you either have a broken board, or you're powering a valve that requires more current than the board can supply. If you're using a non-powered USB hub, try plugging the state machine directly into the PC. You can also plug in a 12V, 1.5A, positive-center DC adapter, which will supply power to the state machine.
-Josh