Instructions for downloading and installing SUN's Java™ Plug-in is available at:
http://www.java.com/en/download/download_the_latest.jsp

Clicking the warning message allows you to select "Install ActiveX Control...":

Internet Explorer will prompt you with an additional warning message as shown below. Click "Install" to install the plug-in.

The "Java Setup" window will then appear to guide you through the rest of the installation. Choose "Accept" on this window to start the installation.
At the end of the installation you will see the message below. Click on the "Finish" button and you will be taken back to Internet Explorer and the Financial Calculator should appear.
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