The RX led should not be on high everytime, but only be high when the processing sends signals or the arduino does like pressing a button on the controller. I had the same problem and when the script actually worked, i realised this rx light doesnt remain on all the time
I'm not that great at this yet but I've been learning for the past few days too.
If you're using arduino processing, from what i assume, "import cc.arduino.*;" you need to upload the example into arduino board like arduino firmata from files>>>examples>>firmata>>> standard firmata , depending on the one you're using.
Detailed explanation Arduino Playground - Processing