1) Pick the car up and now see if the wheels move. If the wheels now move, it could mean that there was not enough power coming from the motors. One way to fix this is to use smaller wheels that do not require as much power to get going. If programming was done, the power setting for the motors may have been changed, and you would want to increase them to a higher value.
2) The wheels could be jammed against the side of the car. See if you can turn them by hand.
Bad: The wheels are jammed against the sides.
3) Check the wiring. Make sure the wires from the motor go to the black OUTPUT terminals on the RCX and not the gray INPUT terminals. Bad: The wires are attached to the inputs (gray terminals).
4) Make sure that all gears are meshed well. There could be an even number of gears lined up. In the picture below, the gear on the left turns counterclockwise, the next one over clockwise, the third counterclockwise and the fourth one clockwise again. If wheels are attached to the first and second gears or the first and fourth gears, the car will not go anywhere because the wheels oppose each other.
Bad: There is an even number of gears.
If the program downloaded and none of the above apply, then there is probably something wrong with the programming.