Downloading

Hello, My dad recently put up defenses agianst downloading, but now he wants to take them down. When we looked through the computer, we can't figure out what to do. I try to download this game, Maplestory, and when the download screen pops up, the Transfer Rate, and Download to spots are both empty. I'm not sure why and I can't figure out why. I'm not that into computers, so I guess I have what ever came out before vista did.