I've done that and transform it to and fro multiple times.
damn, i might have to return it :/
UPDATE: Returned. Assuming the cause is just faulty electronics.
Did you push his visor all the way down until he says "shield down"? I thought mine were broken too until I pushed his visor down a little further and it locked into place and the cannon lights worked.
Please have a listen to my songs. Feel free to comment if you wish, any constructive feedback is appreciated =o)