Set you blocker software to allow "pop-up" windows for this site. And set your browser preferences to allow cookies. More info...
For Windows XP service pack 2 and Internet Explorer, you will also need to "allow active content". More info...
Windows XP SP2 for Internet Explorer: Internet Explorer will often tell you that it has blocked a pop-up window or blocked "active content". If so, you can just click this message in the "information bar" and allow cookies and active content. The cafe can't run without them!
If this doesn't seem to be working, You may need to click "Tools" and then "Set pop-up blocker".
If you are running a downloaded copy of the Café, you may also need to select "Tools" and then "Internet Options", "Advanced" and "Allow active content to run in files on my computer".
Your results and preferences are saved on little files called cookies. None of this information is ever sent out to the internet. It only effects what you see and print. You'll need to set your browser to allow cookies: a medium level of privacy should do. If you use Internet Explorer, then go to Tools>Internet Options and select the Privacy tab. For Netscape users, click Edit>Preferences and choose the Privacy and Security>Cookies options.