True experts will be along shortly. By box, do you mean the one with the record button?
Does the icon appear on the task bar? See the first image below, which is from CS8. The left icon is CS8 and, after clicking record the screen, the second icon (white background) appears.
If the box is appearing on another screen (second monitor even if it doesn't exist) this can be retrieved in multiple ways.
Another way to see if it is opening is to look at task manager. Here are the same two icons matching the entries in task manager. It is possible for any application to start without ever becoming visible if the computer is having issues. Usually, a restart fixes the problem unless the application or system is corrupted in someway.