Why does my web page keep closing on it's own when I try to play online games?

I had this problem trying to play yahoo games and I just stopped trying but if I try to play a pogo game it does the same. I can go to the website but when I click on a room or "play now" for any of the games my page closes itself. I'm sure there is some setting that I can change to fix it I just don't know what it is so please help me if you can.