The lessons on Bible Activities Online are in PDF format and require the Adobe Acrobat Reader in order to read the files.

If you do not have Adobe Acrobat Reader, instead of displaying the activity, you may be asked to "open" and then choose from a list of available programs, none of which will read this file.  
  
Or you may be asked to download the file. The download may complete just fine, but you will still be unable to open the file until you get Adobe Acrobat Reader.

Adobe Acrobat Reader is a free download from www.adobe.com. Follow the instructions on their site to download and then install the program. Then try to open or download from the website again.