Is your MBA the A1237 model which has a PATA (ZIF) HD/SSD, and you got a SATA drive by mistake?
If you have one of the A1304 models the SSD needs to be a 1.8" SATA I (1.5 Gb/s) drive. In addition Apple has two different versions of ribbon cable as the HD vendor changed the type of connector on the HD/SSD's to a different type. So you do need to make sure you have the correct drive for the cable your system has or replace the cable to correctly mate to your HD/SSD.
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Here's the IFIXIT Guide [http://www.ifixit.com/Guide/MacBook+Air+Models+A1237+and+A1304+Hard+Drive+Replacement/860/1|HD replacement guide]
Did you get the correct SSD?
Is your MBA the A1237 model which has a PATA (ZIF) HD/SSD, and you got a SATA drive by mistake?
If you have one of the A1304 models the SSD needs to be a 1.8" SATA I (1.5 Gb/s) drive. In addition Apple has two different versions of ribbon cable as the HD vendor changed the type of connector on the HD/SSD's to a different type. So you do need to make sure you have the correct drive for the cable your system has or replace the cable to correctly mate to your HD/SSD.