I'm not sure if they have an internal fuse or not. Make sure the power adapter you're using has the correct amperage, voltage and polarity.
You should be able to get some signal without the power supply anyway though. From the manual:
"While it is possible to power the interface through the USB cable without the power supply, please note that due to inherent power limitations of the USB bus, analog inputs 3-4, analog outputs 5-6, and headphone output 2 will not be available. These inputs and outputs are only available when the external power supply is used."
If you're not, then you'll probably have to take it apart to see if there is anything obvious (if it is out of warranty), or send it to an authorized repair centre.
http://avid.force.com/pkb/articles/en_US/faq/en210711
Joel