I downloaded the program But can't load anything into it
tried to import obj nothing
tried open file nothing
program not any good to me if i can't do anything in it
other's said it is a good program but it does nothing for me
why not

This is sort of scary post.  The blender learning curve is steep.  Go to the blender site and download tutorials -- you are starting at zero; I think this is the only realistic way. Sorry I can't be of more assistance.

What version are you using? There is an issue with 2.44 with the import/export options that is being addressed. Try using 2.43 instead which does not have these issues. Also remember that some models import on a very small scale so you may have to zoom in to find them. As stated, the learning curve is steep but extremely satisfying when you start to master it. A good start would be the Blender wiki at http://wiki.blender.org/index.php/Main_Page. I seem to keep the wiki on one screen and Blender on another these days.;-)

Did you also install python - some of the imports with version 2.44 need python 2.5 to function.

When you say nothing are you sure that objects aren't being created off screen (it's happenned to me) open the scene outliner to check whether items are really there.

Sometimes very complex obj files do die especially if the normals are messed up,

If the above solutions don't work try re-downloading the program. Sometimes that helps.