you would not burn anything 'out' by plugging in without a ground, your plug is still 'grounded' because the left hole in the outlet is itself a ground, the right is hot, and the 'ground' is basically a backup. Theoretically, your device should have worked. I agree with dustin21 that you could be looking at a tripped breaker, although this shouldn't happen either without the ground being plugged in unless there were a ground fault interrupter circuit in the mix. Check the breaker and let us know, I'm a little curious to find out what happened.