Couple suggestions for you.
1. don't press the reset button between the time you download the firmware and put in a coin cell, you will have to redownload the firmware if this happens
2. make sure your two switches on the bottom of the board (SW3 and SW$) are both set to VCOIN
3. make sure you set all of the SW4 switches to off
After rereading your post, sounds like it is #3, you need to set the tag3 in app mode. The firmware will run with you download it in HCI mode but only right after you download it. If you unplug it, you will have to put the device into app mode to run again.
Hope this helps!
Thanks for your reply yes its no. 3 now working fine.