Did you setup the geolocation plugin options ?
Note that the geolocation plugin will set the current currency only when the customer first arrives on the website based on his IP address and the "set currency" option of the zone of his IP.
So if you want to test that it works, you need to try after clearing your browser cache/cookies for the website or more simply with another browser and to test other countries than yours, you'll want to configure a proxy in a different country in your browser.
Or more simply use an online proxy system like
www.hidemyass.com/
which allows you to test as a UK, USA and NL customer.