in the GUI for CPU mining, it says its "started" or "stopped"?
I tried two approaches:
1. Using the official Bitcoin application plus Guiminer. Using this combination, Guiminer said "connecting" - after 24 hours of "connecting", I gave up
2. Using just the offical Bitcoin application alone (ie without Guiminer). The Bitcoin client just downlaoed all the blocks, but did not quote a hashrate in bottom left hand corner.