When using the "Internet Explorer" browser with Windows XP or Vista, there is a security check that alerts you if a web page is attempting to run ActiveX content or javascript on your computer.
In this case, the javascript file "scalc.js" is the engine that runs the calculations. Normally, when using the calculator online, this script runs from the server, but since you're using the calculator offline on your computer, the javascript has to run from your computer.
When prompted, you will need to "Allow Blocked Content...". If you don't allow the content, the calculator simply won't work. If you have reservations about allowing the blocked content, then don't ...and just use the online calulator.
This applies only to Internet Explorer. It doesn't apply to any other browsers (i.e. Firefox, Netscape), even when run with Windows XP or Vista.