Dont give up on this gyro, sounds like the 'sense' was working backwards...try installing it upside down and see how it goes...you need to check it out by connecting the power and holding the heli...move it left and right...and see what the servo is doing.
Another crucial point...when powering up...connecting the power...DO NOT MOVE the heli...let the gyro sort itself out...otherwise it will lock out. Mine did the other night when I was doing a demo flight...pays to do a quick movement check
The gy401 is a good gyro, but the CSM will do the thing its meant to.
What radio is it...be careful how this is set up...otherwise the gyro wont work at all.