It seems to be a bit problematic for me as well. I found that you have to mash the coin key a buncha times, wait, and then it’ll start working. That’s in IE, I couldn’t get it to work in Opera at all.
You’ve got Java installed on your machine? And are you using the latest IE? When I try to run it in Opera I get about the same thing, no square though. There’s an error on the page which won’t let it load properly in browsers that aren’t highly fault tolerant. You might want to check to see what version of Java you’re running. It needs 1.33 or higher to work.
Sounds like you might have Java disabled… try opening IE (or whatever browser you use), go to Tools, then go to advanced… see if there is an option to turn on Java.
Sorry for the vague directions, but I don’t know what browser or version you are using.