Its possible that the sensor needs to be calibrated, i know with the better quality wb02 units you can calibrate the sensor.
Check the companys web site out and hope for the best, if you can i would return it and see the guys at wb02 and get a real sensor
If the sensor cannot be calibrated then it may be faulty and have to be returned.
What happens if you take the sensor out, turn it on wait for it to heat up, get a cigerete lighter and let the GAS ONLY escape over the sensor, do you get a reading at all? (do not light the lighter just let the gas go past the sensor)
If yo dont get a reading then and you cant calibrate it then its faulty.