Phil,
I assume that you have set up all of your departments and added the user's to the departments, and you have correctly configured all the roles within CA?
Check the Customer database, do you have entries in the the following tables? (one is all you need)
tblCapturedItems
tblVaultSamples
tblIntDiscoveredItems
If not then you need to log a support call, as there is an issue gathering the data from the Journal connector.
Also try Dtrace on the the Compliance Service and see if that is processing anything.
Regards
Rob