Some mixers may not be built to connect to the computer you are using. You are more likely to encounter this issue if you are using a PC as opposed to a Mac; some mixers use a firewire connection to hook up to a computer. Newer Macs have both firewire and USB ports as opposed to many PCs that only have USB ports.
There may not be available drivers for the operating system you are currently using. Users of Windows Vista are likely to run into this issue due to backwards-compatibility problems between it and hardware built for previous versions of Windows.
Certain mixers are built for use with specific programs, such as the Avid/Digidesign Digi 002 and Digi 003 boards. While you may still be able to use them with another program, certain features of the mixing board may not be supported or the board may operate improperly.