Are you seeing this dialog as soon as you open the page or after you click somewhere? I'm running Safari 4.0.5... not happening here.
Make sure your Java is turned on as I mentioned in my previous post.
This site also requires the latest version of Flash Player plugin. Uninstall then reinstall a new copy ofof Flash.
Uninstall Flash
Install Flash
Then Repair Disk Permissions
Quit any open applications/programs. Launch Disk Utility. (Applications/Utilities) Select MacintoshHD in the panel on the left, select the FirstAid tab. Click: Repair Disk Permissions. When it's finished from the Menu Bar, Quit Disk Utility and restart your Mac. If you see a long list of "messages" in the permissions window, it's ok. That can be ignored. As long as you see, "Permissions Repair Complete" when it's finished... you're done. Quit Disk Utility and *restart your Mac.*
🙂