You shouldn't have to install anything I think. Just enter in a nickname in that little box and click ok.
You definitely don't need to install anything on your computer to use it. In what way doesn't it work? What browser (Internet Explorer, Firefox, Opera) and operating system (Windows, Mac OS X, Linux etc) are you using?
I'm using internet explorer on windows xp ... basically i login and than it tranfers me to a "click here to continue" page and goes back to the login page instead of continuing to chat.
I haven't come across that problem. In fact I have never eben seen the Click here to Continue page - it just takes me straight to the chat. I wonder if it is something to do with cookies being blocked or not having flash installed (it's only used for the sound but it might not work without it). I'll investigate later, unless someone does so before me. Do you know what Internet Explorer version you have - 6 or 7? Also do you have a firewall installed (such as ZoneAlarm) or an internet security package (such as Norton Internet Security or McAfee Internet Security Suite)? This is so I can try to set up something similar to test it on. Do you have Firefox installed? If so, can you try it with that instead of IE? You can download Firefox here http://www.mozilla.com/en-US/firefox/