Unable to Invoke Proxomitron Menu

[bmh]

I am unable to see the Proxomitron Menu (the one with the Smart WhoAmI button, for example). I understand that if I move the cursor to the top left hand corner of the web page that I am currently browsing or if I left-click on that webpage, a circle with a triangle inside it should appear. Well, I can't see it. I am using the 4.5-j version straight (with no UI changes or additional scripts). I also tried it with the ProxiPatcher GUI applied and with sidki's scripts. I have tried this with IE7, IE6 and Fiefox 2.0. I am am running Windows XP Professional with all available updates applied. I have turned off all pop-up blockers and even my firewall (after disconnecting from the Web). I know that am "going through" the Proxomitron http server because I get the page "Host Name Lookup Failed. The Proxomitron couldn't find the site named ..." when I am disconnected from the Net.

Does the Proxomitron Menu require to be enabled in some way or am I misunderstanding what I should do to cause the menu to appear?

Thank you in advance for any help with this matter.