well, first of all, make sure to follow the walkthrough's in here
Click here

If you've done all those and finished Zabuza + Haku and the damn arc, try going to the spot upwards Gai's tent, or into Kakashi's house, and to the anderta of dead heroes...
you should get a reaction in one of those, and then be able to enter the first exam...


and now, i also have a problem.
my brother started playing Naruto last week, adn for about 3 days now he's stuck at the same spot, which unfourtantly, i don't remember how to pass...
he's talking to JIraya, and apparntly needs to bring him something(s) in order to moce on to Gamabunta summon... the problem is what to bring him and where to find them...