Internet Explorer won't load any game applets to play the game?

Whenever I go to a gaming website, even yahoo games.. when I click on a game to play... when it says Applet will load in 3 minutes.. it never loads... Nothing ever loads when I go to play any game at any website.. Does anybody have any idea what this could be and how I would be able to fix it?? I don't know if it has anything to do with my firewall and virus protection, my stepdad likes to mess with my computer..

Anyone, please help!!