What operating system are you using (e.g. Windows, Mac, Linux)? What version (e.g. Windows XP, Windows Vista, Snow Leopard, Mountain Lion)? Do you have Java installed? I use Linux, so when it starts (it being OpenJDK7), it takes a little bit to display anything. Thus, make sure you are patient. It may just take 10 or so seconds (maybe more?) to load.

I have a Dell computer.

Thus, you're probably running Windows. I'm guessing you don't have Java installed. Go to http://www.java.com/en/download/installed.jsp and see if it says "No working Java was detected on your system." If so, then download Java, install it, restart your browser, and go back to that page to see if it then detects it. If it does detect it, then the Guide chat should then work. =)

If it says you do have Java and you still have the gray screen problem, then it will be a bit more interesting...

O.K and thanx, BUT it said that it will potentially harm my computer?

If it's asking you if you want to run the Java application, just click "run". If the message is from Java, it is just a generic security message for all or most Java apps (well, this may have something to do with whether or not the chat applet is from a verified publisher or something). You shouldn't click run every time you see that window, just on websites that you trust (e.g. Guide).

Sorry, it said that it was from my computer not from the website. So sorry, I can't chat with yall. Or else my dad will be mad at me that I did.