Can you please clarify whether the problem is occurring on www.myheritage.com/research, in Family Tree Builder in the Research > Open MyHeritage Research or in Family Tree Builder SmartResearch?
SmartResearch is something that is expected to take many hours to complete. It is recommended, for example, to start SmartResearch on your tree and leave the program to run overnight before returning results.
If you are looking for more immediate results, it is better to use the research tool either at www.myheritage.com/research or in Family Tree Builder in the Research > Open MyHeritage Research menu.
If you are having problems downloading the Java applet (FireFox) or Active X control (Internet Explorer), please refer to this FAQ post: http://www.myheritage.com/help/2008/10/what-should-i-do-if-i-can’t-download-the-active-x-component-needed-to-use-the-research-tool/en/