I just installed a Hampton Bay fan and separate light kit last week.
Light kit has only black and white wires; fan should have blue and white wires for light. You should only need to tie blue/black and white/white.
If that doesn't work, check at ceiling box, make sure blue wire is connected to black wire (unless switched, then blue wire should tie to red wire).
Don't forget to make sure all switches are on when you test (pull switched on fan + any wall switches if used for fan).