Problems downloading games

I am very limited with computer knowledge, but willing to
learn.

I currently use compuserv as one of my internet
providers. I just had a DSL line installed and use MSN
as the provider for that line.

When I'm on compuserv, I have no problems accessing the
pogo.com games, however, when I go through the DSL line
and MSN. It first tells me I need to download a Java
Virtual and when I do, the following message pops up.

We're sorry, you cannot view this page because it
requires the Microsoft Java Virtual Machine (MSJVM). Your
machine does not have the MSJVM installed. For more
information please visit.

I went through the process and installed the
msjavx86_ex.file and it imformed me the machine was
installed. I can't find it anywhere on the control panel
and I still can't download any games. Not only from the
pogo.com site, but Iwon, etc.

Can someone please help me?

Thank you in advance.