You may not have Java installed, which is needed to run the chat application.
You can get it here:
http://www.java.com/en/download/installed.jsp
You can also get onto the chat using a separate application like mIRC at
http://www.mirc.com
If you're trying to connect from work (BAD! BAD!
) then the port might be blocked in which case the browser version won't work for you. The chat uses several different port numbers to communicate and applications like mIRC allow you to use the other ports.
Hope that helps.