In principle, all you need to do is point your browser to http://llama.med.harvard.edu/~berriz/GoFishWelcome.html and click on the marked Get GoFish, at the top of the page.
If your browser can run Java and is properly configured, the GoFish applet should load right up. You will first be presented with a Java Plug-in Security Warning dialog box alerting you to the fact that you are about to download an applet (GoFish) from Harvard University. GoFish's full functionality includes the ability to save your results to your disk; this requires you to grant explicit permission by choosing "Grant this session" or "Grant always". This causes GoFish to be loaded as trusted software by your browser, which includes permission to write to your disk. Choosing "Deny", on the other hand, causes the GoFish to be loaded as untrusted software. You can still run it, but you will not be able to save results to disk.