You didn't mention which browser you are using and whether you have engaged any security controls. I went to shockwave.com to see if I would get the same results as you got.
I am using Firefox with NoScript extension. NoScript prevents scripts from loading unless I specifically give the browser the right to run them. Once on shockwave, I chose the first game that I found. It happened to be Knuckleheads. When I first clicked on the game, saw a message "loading". Nothing further happened. I then entered NoScript to allow shockwave.com and tried again. This time there was a black window which opened however nothing further happened. Next I returned to NoScript controls and allowed atom.com. The game started.
I suspect that your browser settings are preventing the game from starting.
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