Make sure your remote control is in the correct source mode. Press the CBL button on your remote control and then press the Guide or Menu button again.
If you have an HD receiver, check if the guide works on both standard and HD digital channels. If the guide does not appear on HD channels and you are using non-HD cables (e.g., coax or RCA cable), you will need to adjust your settings (see Why doesn't the menu/guide come up now that I have an HD/DVR receiver?).
If the problem persists, unplug your receiver and wait 15 seconds. Plug the power back in and wait 30 minutes before trying Guide or Menu again.