If you are using FF & you have NoScript installed you may need to allow some items there. Or you may need to allow 3rd party cookies. IE has ActiveX filtering that may need to be adjusted to allow certain items to run.
Try launching the browser in safe mode with all plug ins disabled. If the game runs, then it's a matter of finding what setting/plug in is blocking the game. I will caution you that if the game requires you to d/l a "special" item in order to play it, you should be wary as this can easily lead to infection.