Either your computer does not have Flash / Shockwave installed or you have Flash / Shockwave disabled.
See the following link to download and install the Macromedia Flash plugin.
See the following link to download and install the Macromedia Shockwave plugin.
You may already have Flash / Shockwave installed but simply have it disabled.
Using Internet Explorer, to check if Flash / Shockwave is enabled select tools from the main menu select internet options, select the security tab, then select internet under the zone selection area. Move the slider bar to medium. If you are using a custom security level then select the custom level button. From the security settings screen make sure that Run ActiveX controls is enabled. The High safety disables ActiveX for example. ActiveX must be enabled to use Flash or Shockwave.