1) First of all, make sure you have the latest version of the plugin, and not one of the earlier versions. You can upgrade with one click.
2) Make sure your search criteria isn't too strict. For example, don't use too narrow of a price range. Keep in mind that the Amazon Product Advertising API isn't 100% synched with the Amazon website. Just because your search criteria works on Amazon, it doesn't always mean that the API they provide will fetch back the exact same results. That's just the nature of the beast :-)
3) Keep in mind that you can specify different filters for each individual post or page by using the Auto Azon Banner widget on the right-hand side of the screen when you go to edit the post or page.
4) If no products where found, the banner will show the search attempts that the plugin made. You alone will be able to see this note, and only when you are logged in to your blog as admin. Your blog visitors won't see it. If some products appear under the note, then those are products that the plugin found for the category and subcategory you selected, but without any keyword filtering (price filtering was still used).
Article ID: 80
Category: Auto Azon Banner