Are you using the default front end or one of the other front ends like extended or one I am using (can't remember the name), the extend front end has a list of last blocks, that list shows you the blocks you are working on. If no blocks appear then you are not working on any.
This front end is quite nice. https://github.com/hardcpp/P2PoolExtendedFrontEnd
This is the one P2Pool.org used.