I was looking at how I mounted the gyro on my skateboard and realized that it may be a tad hard to turn it on and off but still do able. But the odd thing was I didn't see any lights on it which was a bit more worrying.
Changing the batteries, nothing.
After a closer inspection I realized I had broken one of the wire leads. A little solder and some hot glue to reinforce where the wires leave the box, and I think it is good.