Shor's factoring algorithm help
From this we can find the convergents
  of the fraction $j/2^q$ , the convergents
  are possible values of the order $r.$
  Here do we just try all the
  convergents $&lt;N$ and if we don't find $r$
  as one of the convergents do we just
  start again?


You could; the algorithm works fairly fast if you do. If you want to reduce the expected number of quantum steps, you could also do some other tests; for example you should check whether $r$ is a small multiple of one of the convergents. But if you don't find $r$ after these extended tests, you need to start again.


  Also how does the probability for
  possible values $j$ differ? They way I
  see it they should all have the same
  probability but Shor's paper says this
  isn't the case?


I don't know whether I can help you more with this, because you haven't given me enough information for me to tell why you're confused. The probability for each value of $k$ in the fraction $k/r$ is (very nearly) the same. However, depending on exactly where $k/r$ falls between the adjacent values of $j/2^q$ and $(j+1)/2^q$, the probabilities of the specific values of $j$ differ.