It probably didn't run because you need internet access first. In your WinSCP go to /etc/snort/rules/snort.rules and open the file. Click on select all, then delete, then save. This will erase your rules. Restart snort either via CLI /etc/init.d/snort restart or in the GUI: system>startup>initscripts>snort restart. You'll get your internet back in a few minutes. You can then run the fw_upgrade to reinstall your ruleset.
Running the latest OpenWrt stable release