Did you read the appnotes from Maxim to have the basic system running?

Check with a logic probe if ALE is oscilating (in a standar 8051) if ALE oscilates then uC must be working

Check the connections for a faulty connection

Check if you are downloading correctly the code and if the uC still works with the programmer
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When i used to program AT89C51 with Chipmax i checked the option of loading an HEX file instead of the default BIN file... If you use BIN instead of HEX the device will not work. Check this and come back

Regards,