Are other pitch modes working? Like V/S and FL CHG? Try increasing the "CWS deadband" in the PREFERENCES menu - it governs how quickly the autopilot will disconnect when it detects joystick input.
If other modes are working, it could also be due to some prerequisite for VNAV missing. Most likely the PERF INIT page was not filled out (weights, crz alt, etc.).
Cheers, Jan