Assuming that this is a modern shower valve with antiscald technology, you shouldn't get any water out of the valve when only one supply is open. There is a balancing spool valve in there to prevent it. Now, if you hook up both hot and cold, you'll probably find out it works just fine. Try that, and let us know if it works properly. It's also possible that if only one supply was opened, when it jammed the valve closed, it got stuck there, but on a new valve, that may not happen...more likely when it gets older and there may be a mineral deposit or crud in there.