Here's where most beginner questions can be answered.
My firewall is blocking Muvizu, is it safe?
Yes, Muvizu is safe if you download it from the official download page
and don't already have any virus on your computer.
What do these extra things like DirectX and .net mean?
These are some of the building blocks that make Muvizu work. You need to have them installed so if you're not sure if you have them already, then tick the boxes during installation to let the installer check.
I have Muvizu installed and don't know what to do.
There are several options for learning how to use Muvizu. If you've never used anything like Muvizu before, you might want to try the official instruction manual
If you'd prefer the tutorials in video form, you might want to have a look at the basic training: 1. Introduction 2. Setting the Scene 3. Casting 4. Direction