I'm so sorry to hear you've experienced this frustrating issue. Please make sure that you are signed in to the site. If you're sure you're signed in, and you're still having trouble, make sure you have the latest version of Adobe Reader (or another PDF reader) downloaded onto your computer, and that your Internet Browser is updated to the latest version.
Try downloading an activity by clicking the button labeled "Download Activity," right under the activity's image. The activity should then open up in your Internet Browser, in your "Downloads" dialog box, or directly in Adobe Reader.
Hope that helps! If you're still experiencing problems, please contact our customer support team at firstname.lastname@example.org and they'd be happy to work with our technical team to resolve this issue.