Chris,
sorry I didn't look at the screen shot until now!
It looks like you are still using the Joomla/Mambo User Details menu item. You need to unpublish this and add the comprofiler component to your user menu and call it CB Profile (or something else). You currently dont see the frontend profile or tabs because you are still using the Joomla User Details!
Hope this helps - sorry for the quick unrelated previous answer!