When you are on the loading screen click the 'Data Files' menu option instead of Play. The HD Texture packs (And any other mods) are listed on that screen. If they have a check box on them then they are active.
In regards to the HD textures, its most notably active by the increased loading times. Also, you can see the difference if you stand still in the game.. Most motion makes the higher quality textures not so much better than the normal quality textures the game came with.. Great for screen caps, not needed so much for normal play... in my opinion of course.
EDIT: If your 'Data Files' menu option is not available, I found a forum post with other people having that issue and this resolution seemed to work for most people:
You need to add that line in SkyrimPrefs.ini located in My document/MyGames/Skyrim or something. I don't use win 7 so figure it yourself, pleasa:D).
Look for the line:
[Launcher]
bShowAllResolutions=0
uLastAspectRatio=2
And add it like this:
[Launcher]
bShowAllResolutions=0
uLastAspectRatio=2
bEnableFileSelection=1
Good luck.