I'm 11 and trying to download Java for this website that is http://www.teenspot.com/ . ( my parents are allowing me to

but, it's not working!! do i have to be a Windows Administrator or something?? if i do, then there's nothing i can do about it except for logging on my parents' account! also i thought it had something to do with turning off the Firewall, but i have to be a administrator too!! HELP..plz??
Also where that message is supposed to come up at the tool bar, it's not showing!! i need someone REALLY technical to answer this question!!