Hi Stan,
OK that is actually progress even though it seems not to be.
When you power up in STOP mode, you should indeed hear a beep after a few seconds, followed by the legs going into a STANDING position.
Because you say the legs are going to an extreme position, this indicates the servo horns are not adjusted to the correct positions. The reason why you don't notice any change when you turn the dial is that the legs are so far out of alignment that the slight motion doesn't even bring them back to the point where they move.
Also, I see from your description that you actually attached the legs to the robot. You were not supposed to do that until *after* the servo horns were adjusted. I will look at the wording on the instructions page to see if there is a better way for me to describe this.
So, here is what you need to do:
1) Take the legs off. Leave the leg servos connected, and leave the horns on, but disconnect the legs from the leg hinges.
2) Take the hinges off the body servos as well. Leave the servos on, and leave the horns on the servos, just don't connect them to the hinges.
3) You will now have a robot where all the wires are dangling out the legs are connected to the servo controller, but the hinges are not connected to the servos on either side.
4) Turn the dial to STOP and then turn on the robot.
5) Adjust all the horns on the body servos so they stick straight out from the robot body (or as close to straight out as you can get).
6) Very slowly turn the dial counter clockwise. After just five or ten degrees of turn, the KNEE servos only (the ones on the legs) should twitch to a new position which is about 30 degrees different from before. This is "leg adjust mode" and it puts all the shafts at a 90 degree angle.
7) Adjust all the KNEE servo horns so the horn sticks straight out the top of the leg (or as close as possible to straight out, as shown in the diagram on the assembly page.
8) Use test mode to see if all the leg servos are functioning (test mode is a little more clockwise than leg adjust mode).
Let me know at what step the above fails if that doesn't work.