It's obvious that you do something wrong, but if you don't reveal more info, then no one can help you. Maybe you're driving untargeted traffic. Maybe your landing page sucks. Maybe, maybe, maybe. Give more info if you want people to be able to help you. Or at least try to change something in what you do. Make tests ... make changes to the landing page and see what happens. Change the type of traffic and see what happens.
If your traffic is targeted, you definatly have some modifications to do. If you are using adsense make sure your visitors can see the ads and are not blinded by color defect, etc. If you are promoting affiliate products then maybe you should look for other affiliate products and make sure to review the landing pages before promoting to make sure the landing page looks interesting.
Only targeted traffic helps, lots of people use traffic exchanges, you get traffic, but are they buying traffic? Look at your traffic sources, you will find your answer.
First make sure the people coming to your page are very interested in the product you offer (this can be done only through search engines). Then optimize your landing page for increased conversions. Here you can learn more from this webinar.
What methods are you currently using to monetize your traffic? What is your niche? Once you give us that information we will be able to help you much more.
If you have traffic on your website but no sales, then take a look if you realy promote what you are selling. Are these visitors realy looking for what you want to give them?
Reasons: A. The traffic isn't real.... a.k.a bot traffic B. The traffic sucks.... a.k.a. tire kickers/ curiousity hounds/ Diggers :c) C. The offer blows donkey balls... a.k.a. A tube of Colgate toothpaste for $500 Start at the traffic and work your way backwards to the offer. You'll find your problem eventually.