An easy way to check whether you've logged in properly is if any search results show up in the search engines.
When you click Connect, press F9 to check whether any threads are connecting, or the error messages if not. Hate to state the obvious, but make sure that you actually have some unpaused files in the queue, that Scheduler isn't enabled, that global Pause button isn't enabled.
Other than that, it's difficult to see what the problem might be.