Anniesboy....
In order to connect to the VATSIM network, you've got to download (freebie of course) a program called "SquawkBox". SB will allow you to connect to the servers and join the action.
Also, if you want to REALLY take it to the next level, and you've got a microphone, download (also a freebie) Roger Wilco, a voice client that will let you and your controllers communicate via voice...very, very cool!
Also, there's a GREAT step-by-step tutorial on the VATSIM site (also where the downloads are) that will get you started. It can seem a bit daunting at first, but once you figure it out, you'll think "Oooh, that was easy."
All of the software and the tutorial are available at
http://www.vatsim.netGood luck!