What's wrong, am I just stupid?

I have no idea how to download the client whatsoever, and when I click on the link, I receive an error informing me like this...
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Internet Explorer cannot display the webpage

Most likely causes:
You are not connected to the Internet.
The website is encountering problems.
There might be a typing error in the address.

What you can try:
Diagnose Connection Problems

More information

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What does it mean? How retarded am I? What programs do I need installed, how do I install them, do I need certain computer specs?

Please help if you can THANKS