Need a little more info to give you much help. The instructions that come with the PID can be hard to understand but the wiring itself is pretty simple. The SSR control terminals on the PID should be wired to the control side of the SSR, noting correct polarity. The load side of the SSR should have the hot wire from your power supply wired through it, going to the heating element (high-temp. wire should be used for both leads going to the element) . If you are wiring for 110v the neutral wire can go directly to the element, I am not sure about 220 though, I have not wired one for this.
You may have to check the initial settings on the PID, it should probably be set for on/off control mode.