I too have just had a friend of mine loan me a stethoscope and went out to check the hive. I heard nothing.
Vmi1839, did you make sure the stethoscope was set to the diaphragm, the side you are most likely to use, with the plastic drum over it? Twisting the part at the end puts the sound through either the diaphragm or bell. Listen while tapping the diaphragm to make sure it is picking up sound.