I would not recommend just turning the PWM cable around. Verify that's its correct and leave it, or swap it with another one. Did you try another one?
Here is my recommendation. Measure the voltages on the roboRIO relay port before while actuating whatever buttons are programmed to turn it on. Put the Negative probe on GND. That is the pin closest to the edge of the roboRIO. Measure the voltage on one of the other two pins. The center pin is reverse, and the inside pin is forward. When actuated, it should go to 5V. If you don't see any actuation, then its a code issue, or in a rare case, a bad port on the roboRIO. Be careful not to short the pins together while probing, that wouldn't help things any.
If voltages go high and low (5V and near 0), then plug the cable in and measure it at the other end, or use the continuity function of a meter to test if the pwm cable is good. If the cable is good, then its a bad spike. Double check that its + and - are wired correctly.
For details on the port, see the roboRio manual.
http://www.ni.com/pdf/manuals/374474a.pdf