I started out with the Sealife digital package you have and when in the beginning I had similar problems, which revolve around not having enough light to illuminate your photos.
If the external flash is not firing (assuming batteries are OK and strobe in good working condition), check:
1) batteries, a fresh set of alkalines or recharged NiMh
2) the two light sensors on the bottom of the front of the strobe (two clear circular pieces of plastic with what looks like a diode behind it) have a clear path to the light coming from the internal flash. If you bend the strobe head past certain angles, like behind or below the camera body, the light sensors won't know the internal flash is firing.
If the external flash is firing and synchronized with the internal flash check:
1) You have the camera menu set to "external flash", which adjusts the internal flash and sets exposure according to the external flash. If you have the camera set to fire an underwater shot without the external flash, your exposure will be off.
If all of these check out, then get closer to your subject. I found that the external flash is good to about 2 feet for "true" colors. Up to 4 feet you'll get colors shifted to blue and green. After that there's a marked decline in the light that you can capture with the camera. Anything closer than 2 feet and you'll have to diffuse the light intensity from the external strobe because the strobe fires at full intensity each time. I rubberbanded a piece of semi-opaque plastic to the front of the strobe.
Good luck.