Not sure what cables you have, but am assuming you have
the DSUSB box with USB connector as per Shoestring Astronomy's photo here, and also something to connect that to your 350D like
their DSCBL-01 here.
My question is about what have you got your camera set on? It should be set to Manual control, and the shutter speed should be set to Bulb
on the camera. Have you done that? I just ask because I quite often forget to do that myself.