Adobe Flash Player
If the videos aren't playing (there's a screen similar to below) and the header pictures aren't rotating (they're supposed to show pictures of Lucy in her various roles - if it stays on one permanently then it's more than likely a flash player problem! Flash Player either isn't installed, or the version you have is older than the video player on the website can support.
It's quite easy to update the Flash Player, however. Visit the Adobe™ website with your browser on http://get.adobe.com/flashplayer
Then follow the on screen instructions and you should be able to update your version of player.
If you're having trouble, you can download the Windows XP\2003\Vista version here. This is version 10.2.152.32 and should work on Windows with Internet Explorer, Firefox, Safari, Opera and Chrome.
Linux, Ubuntu etc versions of Flash Player are available from the Adobe™ website.