You can check if java is installed correctly on this url:
http://www.java.com/en/download/installed.jsp
However, if you are using Firefox, you may have to allow java to run: after you click on "verify java" look for a blueish lego brick at the beginning of the address bar. Click on that icon to "activate" java.
Then, you will get another (java) prompt. Click on "Run".
Yes, it's that complicated... Simplicity is sacrificed on the altar of (illusory) security.
That's why we created the FlyOrDie Quick Java Installer extension for Firefox that should make life with Java easier. Unfortunately, due to the countless different HW/SW configuration it won't work for everyone.