Dang I forgot about this, sorry. Ummm... let's see.
There's a few things I guess it could be. Do you have a firewall blocking it maybe? Try going into the F@H Control Panel and in the connection tab try checking box for "Use Internet Explorer Connection Settings" and see if that works.
If you're running Windows Vista try reinstalling it and set it to run the program as an administrator and see if that fixes the issue.
Instructions
You can also manually download the core files. This is a little bit more technical though and I think you said you're not so great with computer stuff so I dunno if you're going to want to mess with it or not.
Instructions
Other than that, I'm not really sure. Lemme know how it goes.