Completely new to this so if my question is stupid I will say I am sorry now.  I have setup cgminer and configured a batch file to run it.  I was not able to get the batch file in the knowledgebase to work but I have gotten it launched with this

I:\CGMiner\cgminer.exe -o stratum+tcp://stratum.bitcoin.cz:3333 -u XXXX.worker1 -p MyPassword

However, when I turn on verbose logging I see this...

(5s):0.00 (avg): 0.000h/s |A:0 R:0 HW:0 WV:0.0/m

This makes me suspect its not actually working. So here are my questions:

Is it working and there is simply nothing to work on now?
Is it not working and there is an issue with my batch file? 
Is it not working and likely a firewall type issue?
Is there a way to tell how many MHash/s I am running?

Any help would be appreciated.  I do see other messages besides the above such as work update received and but my numbers continue to be 0