If the game didn't start automatically for you, ie if you saw a blank grey window or an error message about an applet not loading, then you probably don't have the latest version of Java, which you can download for free from here:

     download Java

Also in the browser window, do Tools/Internet Options/Advanced and you should see an entry like this - make sure it's ticked:

 


Once all that's done, restart your browser and try again.

Good luck !!