Duetta,

first of all, many people who use Internet Explorer tend to be quick-switchers, leaping between open windows. You can't do that when loading a Java chat window.

Click on it in an open window and wait. The entry page somes up first. When you click open, there'll be a brief wait while the Security Warning comes up. When it comes, select "yes" and then you can dance between windows all you want.

If you switch before then, the Security Warning might get stuck somewhere.