Are you saying the loco won't run or that you cannot program it? It seems that many DCC starter sets don't have enough power to program the BLI locos. All should be able to run them however. You ought to be able to run it on address 03, which it should have come programmed to. In order to change the address or set other cv's, you will need to buy Tony's powerpax, or another such device if there is one. Or, return the Bachmann set and buy another, I know the Digitrax chief will program BLI, not sure about others but there are others. I believe, but am not sure, that the problem with programming has to do with the large value caps BLI uses to help avoid power interruptions due to dirty track or wheels. I think Soundtrax decoders have a similar problem when they are modified with a similar cap for the same purpose. Here is the link to Tony's device.
http://www.tonystrainexchange.com/technews/powerpax.htm