The Java-Applet may take some time, up to a minute, to load and to start.
Please check the left frame is scrolled down completely.
Java must be enabled (in "Preferences" or "Internet Options" or something like that)
If your browser doesn't support Java, you can download Java Plug-in (around 14 MB, for free).
If your Computer is overloaded, try the version with lower framerate.
There is a version for Java 1.1, and one for Java 1.4. Thanks to JavaVersionApplet by Andrew Thompson, in the beginning, the correct version is started automatically.