Try file>preferences>plugins then select the flash plugin and hit apply
That's how I got mine running.
And then to check it, look here
if you can make the flash links in the left column play you know it's working (and if you've got your sound working as well, you should have a bloody good laugh).
p.s. if your connection is OK, then you could always check out the forums at Opera - Bookmarks>opera software>my opera>forums