With jsMath (3.3c) nothing happens: no jsMath in the corner.
This is probably a silly question, but did you remember to unpack the jsMath.zip and jsMath-image-fonts.zip files when you downloaded the jsMath filter?
If so, view the source for a moodle page that should contain mathematics and see if there is a tag <span id="Process_jsMath"></span> in the page anywhere (there may be several).
Finally, if none of that shows up anything, send me a URL
for your site, and I'll look into it myself.