If you are getting an error when you try to validate, try copy/pasting or typing the confirmation URL into your browser's address/location bar.
Validation URLs expire if they are not used within one week of them being sent. If it has been over one week since the confirmation e-mail was sent to you, or if you are having problems receiving the validation e-mail, please see http://www.insanejournal.com/support/faqbrowse.bml?faqid=12 for instructions on having another one sent to you. The e-mail you receive will contain a new validation URL which you can then use to finalize your account set-up.