How did you set it up? You should have no need to do anything to set it up except copy files to the SD card.
If you tried to load a BIOS image, that can be problematic as production Harmony carts cannot use BIOS versions less than 1.03. Furthermore, attempting to load the new BIOS with an older EEPROM loader will also not work.
Also, some SD cards need to be formatted before they will work properly. The reason is because some cards have files on them from the factory that Harmony detects as a boot image. We plan to fix this in the future, but for now you should try formatting your card and trying again.
I ordered the deluxe package and used that SD card, and yes, all I did was copy the ROMS(.bin).
So, I think it's just broken.
Thank you
Galaxian