The SP2 is for Windows XP users. It's a must.

Click on start.
Click on Control Panel
Click on Network Connections.

You may have only one connection there (I hope, not like mine ;o )
On the left side of the window is an option to change windows firewall settings

Click on that.

Then select turn OFF (if it's on)

I wouldn't go anywhere else online while doing this, trying to get into the chat. And set it to on asap

NOW with that said... do you have the latest Java download. On the chat server loading window is a place to click to download this free.

ALSO do you have cookies allowed for this site? AND for the chat address?
Somewhere, usually in TOOLS Internet Options... Privacy there is a place to block pop ups, and allow cookies.

Another place to set allow pop ups and cookies for this site is on your tool bar (task bar) The one with all the icons on it Find pop up blocker or whatever and click on it... it should give you a list of options ONE of which is to ALLOW ... this site or ADD this site to your allow list... select that.

Let me know if we need to keep trying on this for you