Playing on worldwinner might be fun, but if you're having problems with the games not loading it's probably because you browse through mozilla firefox or any of the other browsers. Most games or even all (not sure) on worldwinner needs internet explorer 6+ to run.
Worldwinner does not support Mac OS, Web TV, Firefox or Netscape.
When you start your first game at worldwinner while using internet explorer you must accept to install the active-x application that WW uses.
If your security options prohibits the activex to load properly you need to lower the security in internet explorer (I wouldnt do that).
Or just put worldwinner on the trusted site area which is easier and you still have your same security level on the rest of the internet.