Advice for ligation

[BrianScott]

I'm using Invitrogen Ecoli DNA Ligase to try to insert coding into pET-24-d vector. I wasn't getting any results so I just tried doing a ligation on a single cut pET vector (EcoRI). I've followed the procedure given in the Invitrogen instructions: 0.12uM cut vector (300ng/uL), 2uL of ligase buffer 10x, 18uL of ddH2O, and 1 unit of Ligase (0.1uL) (*due to the glycerol viscosity it is probably more around 0.25uL). I've left it for 4 hours and done another for over night... both I've put in a rack that I set over ice, so not in the ice, to aim for a temperature around 10-16 degrees C.
Neither ligations produced any circular DNA, observed through gel electrophoresis. Not even a slight/faint band of closed DNA. It all runs exactly the same as the EcoRI cut DNA.

If any of you could give me some advice on getting a ligation to work I'd greatly appreciate it. I'm a chemist so this is the first time I'm dealing with molecular biology stuff... and I REALLY REALLY need to get this insert into the vector to continue my PhD research.