Like Diburning has said you probably need to change the CV value to get the engine moving.
I've used digitrax decoders with Athearn blue box and usually need to set the Start Value (CV2) anywhere from 3-6 depending on the engine. Also you might want to set the value of CV5 (Maximum Voltage) to 255. I believe the digitrax decoders come with most of the CV's set to 0 as default. This should get you going if the decoder is working correctly. Once you get it running then you can adjust the values up or down to get the desired speeds out of your engine.
There are currently 2 decoders in production that have the Athearn clips at the end. The DH123AT and the DH163AT, both are pretty much the same except the 163 supports more functions.
Here's much more info on them:
Digitrax Documents
Just scroll down till you find your decoder. Older decoders are listed as well. Hope you get it figured out.