I just clicked [url=http://www.phy.ntnu.edu.tw/ntnujava/ntnujavazip.php?ejsuserjar=2452]Download EJS jar file[/url] and save it on my computer.
It is running fine with my computer.
Because I do not know what you did and what was happening.
I do not know how to help you if you just said that you have difficulty getting the file without further information.
Did you find the download link? Did you doenload it? What is the file size and filename of the downloaded file? ...