the heaters might still be heating...are they hot? The regulator needs to move a good amount of current, and heatsinked or it will do a thermal shutdown; was the voltage running through pin 4/5 to ground when hooked up? The voltage sag is too much as the Real McTube B+ = ~140VDC see here:
Fred Nachbaur was a very nice man and helped me through this, my first tube build, he will be missed.
his web site is going away, the Google cashed page has a lot of info for a while longer: