The SE4X Alien Advisor is a java programme that you can launch using Java Web Start. This should work just by clicking the "Launch" button below. If you have a choice select "Open with Java Web Start". This will download what you need and run it. If you don't have an up-to-date java installation, it might require you to update it, or it might do it itself in the background. To be honest, I haven't yet tried it on a lot of systems to see what might go wrong. Every one I've tried has worked straight first time.
Once you have it working, you don't need to be online, and if you save the file you should be able to run it straight from your computer.
Try it!