I think it's impossible to have no resistance readings. Double check that you have the red lead plugged into the meter in the Ohms, not the Amps, socket. And make sure you have the meter dial set to ohms (omega symbol).
If that's not the problem, what does the meter show? "OL" (over limit) or "0" (zero)? Try measuring the the resistance between the two ends of a piece of wire. Do you get "0"? If not, replace the battery in the meter.
I would NOT power up the amp, let alone connect it to speakers or headphones, without passing the resistance checks.
cheers, Derek