I had the same problem but sorted it.
You have to download the support files first.
On the page where you click on "start Practice Test" you must first click on "click here" on the line "IMPORTANT: click here to read a set of instructions."
This will take you to a download link for a 5MB file.
Once downloaded install and you can then start the test.
This worked for me on my own PC.
If you are using a networked PC at work their firewall may not allow the download. I work for an NHS Trust and this is the case there.
It might also help to disable any pop-up stopper apps.