Newcomer

[plloyd1010]

Firstly, what operating system are you using? Vassal works best on Windows and Linux. It will work on Macs, but not on the iPad or iPhone. It does not work at all on Android OS.
Next, have go a newer version of Java? While the Vassal sight says JRE 5.0 or later, I have found that Java 7 works better. You can get the latest Java here.
Last look at the Vassal download page. It has system specific information, which may be useful. It also bypasses the OS detect script so you can choose the version for your OS.

Good luck. Welcome aboard.