Sounds like you might not have 'deployed' your test? You need to go into the Marketing Center > Test Lab > find your test and then in the Review Tab there will be a 'Deploy' option.
When you're done with your test, you come back here and click 'End Test' in the same place.
Check out the marketing operations cookbook for more detail.
http://sdn.sitecore.net/upload/sitecore6/65/marketing_operations_cookbook_sc65-usletter.pdf