From my experience, ENB mods only work under the Direct3D9 Rendering Subsystem. If you happen to be on OpenGL, it might not work for you. I recommend changing your rendering subystem to Direct3D9 and you should be able to get the ENB to toggle on and off.
To change your Rendering Subsystem, open your game client and then select Options then go to the Video tab and then there should be an option for Rendering Subsystem.
Hope this gets it to work! ENB mods are fun and really beautiful.