go to http://java.com using firefox, there is a download button there. click it. it will help, then you have to go to the java control panel and add http://www.greenfoot.org/ and http://greenfoot.org to the exceptions list.
You only need "http://www.greenfoot.org/" in the Exception Site List by security in the Java Control Panel, but it still won't work in all browsers, try using Internet Explorer (if you haven't).
Firefox still works might want to use that IE will be defunct soon. Or people could just make the scenarios downloadable so they can be played in the local greenfoot installs.
@mkramer, et al. -- it may be that the security level for trusted sites in your internet options is too high.
how do you make it so that when you export it, it works? I'm trying to get it onto other computers that don't have greenfoot.
(edit: not trying to reply to you, but I can't delete it.)