Many computers delivered with Windows XP do not have "Java" software installed on them from the factory, and this is the software the chat room runs on.
If you go here http://www.java.com/en/download/windows_automatic.jsp Sun Java software will automatically be installed on your computer. You will probably have to restart the computer to complete the installation.
To be sure you have Java "enabled" after it is installed, open Internet Explorer, click on "Tools", and in the drop-down box click on "Internet Options". In the box that appears, click on the "Advanced" tab, and scroll down to "Java [Sun]" and be sure the box is checked. If any of the 3 boxes under "Microsoft Virtual Machine" are checked, you can uncheck them and the Sun java will work just fine--a restart is required if you change any of those one way or the other.