Two possibilities to consider, leverne.

1. Most hydrangeas purchased at groceries are not winter hardy to Zone 5 and will require winter protection to bloom reliably.

2. The hydrangea that you have is very likely a H. Macrophylla Mophead that develops flower buds starting in July-August (it will not bloom until Spring 2011). As a result, do not prune it now or you would be cutting off next year's blooms.

Your microclimate -created by the lake- may keep things warm enough to allow blooming in some years.... provided you prune before the flower buds begin to develop. The buds are invisible at first so you cannot tell when this happens.

By the way, provided the shrub is in a place where it can grow and not cause problems of any type, you do not need to prune it most years.

Good luck next year,
Luis

Here is a link that might be useful: Information about hydrangeas

Purchased last year and it was beautiful with many blossoms. I did not prune in the fall but put mulch around it to safe guard. Here it is July and not one blossom , many healthy green leave but no signs of flowers. I have another hydrangea "Mathilda Gutges' macrophyla and it is now blooming. Appreciate any help . Thanks