you need to have Java installed on your system.

then click on this arborator install link
if the system asks you what to open it with, then you should look for javaws (for example in your java folder: jdk1.5.0/bin),
if you see the .jnlp file in your navigator, then you should save it, double click on it, and open it with javaws (which you find in your java folder)

here you find a more detailed documentation