I use a similar device with my D200 when I shoot at the association's studio (their devices are radio-controlled but the idea is the same). There are no special settings to do on the D200. On the device there is a knurled wheel to screw the mount down gently but firmly to ensure that the contact with the camera is good.

I suspect that your device is not making good contact with the hotshoe contact. Make sure that it's positioned correctly so that the central contact of the hotshoe is lined up with the contact of the device. And if there is a screw on the device mount, make sure that the device is firmly in contact with the camera