It's free! If you don't have Shockwave, you'll NEED it to use these programs. Without it, the screens will come up blank - but it won't hurt your computer.
Shockwave, by MacroMedia, is a free plug-in that you can download and install in your browser plug-in folder.
Click "Get Shockwave" to take you to MacroMedia's website where you can begin the download process. Depending on the speed of your internet connection, this may take a while. After the download is complete, you'll have to quit your broswer to install Shockwave. This is a cool tool that will enable you to look at some other great places on the web - in addition to this one. Complete installation instructions are at the MacroMedia site.