Pusher will only send events to the client if that client has subscribed to the channel. So, the first thing you need to do is subscribe the channel. Binding to the event on the client:
pusher.bind('event_name', function( data ) {
// handle update
} );
This is also known as "global event binding".
I've tested this using this code and it does work: http://jsbin.com/AROvEDO/1/edit
For completeness, here's the code:
var pusher = new Pusher('APP_KEY');
var channel = pusher.subscribe('test_channel');
pusher.bind('my_event', function(data) {
alert(data.message);
});