Sean,
Yes, the camera and DVR both have PTZ connections, so I guess that rules out my hunch of needing a controller. I verified that the camera and my power supply are both 24V, are connected, and are working.
My first indication that it won't work is when I power the camera on. The camera itself is supposed to go through some sort of self checks, and will pan and tilt. I haven't seen that happen. Also the camera setup menu that is described in the owners manual never appears on the DVR. I'm completely stumped...and a bit frustrated.