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Keep trying. Turn on your OUYA first, let it fully boot, as in wait 5 min. The controller pairing screen is set to come up if their is no controller paired but it can take a while. Hold the controller button down until the outer lights flash and wait.
It also might be that the controller is already in the OUYAs settings and you just have to press the button quickly once the system is running. The lights should flash sequentially and the first one should stay lit.
If this doesn't work plug in a USB keyboard or mouse and navigate to the settings manually. There is a pair controller setting.