Major reason for this error message is the pop up blocker. Majorly the pop up blocker is designed to stop those windows that open up as the advertisements with various sites. However, these pop up blockers can also stop the various JAVA scripts from executing. Therefore, to solve this problem make the changes in the preferences of the pop up blocker according to the requirements. Before downloading and installing the pop up blocker make sure that you go through all the reviews to know about whether that particular pop up blocker has history of frequently blocking the various scripts.
The various proxy servers we use for accessing the various banned websites and maintaining the anonymity of the user can lead to the blocking of the various scripts. You can avoid this by either not using the proxy server or by choosing a proxy which has got the better functionality and does not block the various scripts. Another reason could be the compatibility of the webpage with your browser. Inform the webmaster about this problem and it will be fixed in due course of time.