I've finally bit the bullet and switched over from solo mining (litecoin)
I set my CGminer to p2pool.org:9327 along with the address in my litecoin client as my username.
Should I have also downloaded the p2pool program?
Anyway, does this all look normal? Been running for about 4 hours. Nothing showing in my wallet yet.

Erm.....No. Turn it off - you're just wasting electricity. If you can post your set up and settings here I'm sure someone can point you in the right direction, unfortunately I know nothing of Litecoin but many here do.