I decided it was time I investigated CDFs, so I created the following simple Manipulate
using Mathematica version 9.0.1.0:
Manipulate[
Plot[
Sin[a x], {x, 0, 2 Pi}
],
{a, 1, 10},
SaveDefinitions -> True]
Then I selected File>CDF Preview>CDF Player
which produced a new window:
Not very interesting (a bit like yesterday's paper — flat, lifeless, inactive), but perhaps that's what it's supposed to look like at this point. I pressed on, and used the wizard (File>CDF Export>Standalone...) to save a CDF version of the notebook.
I put the new CDF file in a trusted directory, then opened the Wolfram CDF Player (version 9.0.1.0) and tried to open the file. Nothing happened - no console messages. I know that the CDF Player works, because I can open CDFs downloaded from demonstrations.wolfram.com.
The CDF file itself can be opened in Mathematica and works as expected. I tried opening it in CDF player with Mathematica running, and also after quitting Mathematica. I also tried with CDFs made using File>SaveAs... -> CDF.
I've read the CDF-tagged questions here, but can't find anything that addresses my basic inability to create a simple CDF.