I have no idea where that is coming from.....maybe some kind of security settings on your computer. It is not from the chat page.

It only has a small java script box......asks you for a "nickname"
......and then a button that says "Connect"

It's very easy to use.....you do not have to be registered.

Check your settings.....
Go to....
Start, Settings, Control Panel, Internet Options..(or Internet), Security tab....
make sure the settings are on Medium for the internet zone.

Let me know if you still have trouble.