To enable popups, in Explorer go to Tools > Popup blocker > Turn off popup blocker.
This doesn't always seem to work: you can make sure by keeping CTRL depressed while you click, till the new window appears. This also works if you are blocking popups with Google. For other popup blockers, consult documentation.
To enable sound go to Tools > Internet Options > Advanced > Multimedia: tick "play sounds" .
To enable javascript go to Tools > Internet Options > Advanced > Security > Scripting > Active Scripting: enable.
To enable cookies go to Tools > Internet Options > Privacy > advanced: tick "override automatic cookie handling" and "allow session cookies" .
All this sounds complex, but most browsers will have the right settings by default.
At present the Quiz will only work in Explorer.