do you have any other spyware programs running besides defender?  if so, defender won't turn on. both programs will be doing to same thing so nothing gets done.  do you have microsoft security essentials installed also?  defender won't turn on with that also.  assuming that defender is the only program you have, hit start, programs, and windows defender should be listed in your programs.  double click it and there will be a choice to turn it on.  again if you have any other virus protection that also does spyware then defender won't turn on.

Mack-B, to reiterate if you have a third party virus/malware software application installed (e.g. Norton Anti Virus, McAfee, etc.) the Windows Defender application will be disabled.

In my opinion, Microsoft's Security Essentials appears to be one of the best "free" anti-virus software packages available today and I have stopped using all 3rd party anti-virus applications in favor of MS/SE to protect my home PCs. Here is a couple of screen shots, which provide a look at how the installed/running app appears: