Even with OTG autodetection, your USB host mode adapter cable needs the fifth pin connected to signal trigger host mode. Some of the cables I got from ebay have this connection and work correctly on my Nexus 7, but others that I bought later do not work (only 4 wires connected), in which case you need to configure the port for host mode manually using a software OTG configuration program.
We still have work to do on this before we can plug in a keyboard or mouse or USB webcam (for Skype with 2-way video?)...