The Light-O-Rama Show Player is a program that runs behind the scenes, monitoring your schedule to see if a show should be playing at the current time, and if so, playing it.
To make sure that the Show Player is running, and therefore that your scheduled shows will be played, you first must ensure that the Light-O-Rama Control Panel is running. Next, right-click on the Light-O-Rama Control Panel's icon in your computer's system tray, and select "Enable Schedule" from the popup menu. If "Enable Shows" is greyed out, that means that it is already selected.
The Light-O-Rama Control Panel, with shows enabled
If the Light-O-Rama Control Panel is not running, or if "Disable Shows" is greyed out, your scheduled shows will not be played.
Note that only one source can control your lights at any time - either the Show Player, the Sequence Editor, or the Hardware Utility. So, if you try to enable the Show Player with one of the others running, you may be shown a message saying that you need to shut down the others before "Enable Shows" will work.