I found that I had to enable the taskbar icon and separately set Dvorak as the keyboard layout for each application I was using. I have no idea if there is an easier way... the only computer that I use a Dvorak keyboard with runs Linux full time, so I never bothered to find out.
As for which layout to choose, I would suggest the Dvorak Simplified (US). That's the most commonly used one and has the advantage that the shifted and unshifted symbols still occupy the same keys as in the normal QWERTY layout, so you could make a Dvorak keyboard by simply popping the keys out of your current keyboard and rearranging them (plus the ANSI Dvorak layout is rather awkward as far as the placement of certain non-alphanumeric symbols go).