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When I try and go to level 2 I get this message?

On the page with this symbol... (the symbol is a shield)
Find Line XX
Enter Word 2

Where is this code found? So confused.
(You should mention which game you are talking about.)

You have just hit the game's copy protection. The code can be either found in the manual or in some other physical object that shipped with the game. In order to continue, if you have a physical copy of the game, you would have to look up the answer. If a friend made you a copy of the game, but you didn't have a copy of the book (the book was harder to copy), you could not continue the game. This was done to prevent piracy (much like DRM in modern (and not-so-modern) games).

Anyway, since you posted here, I will guess you have the GOG version of the game, in which case you probably have a version that is cracked to remove the copy protection check. In this case, there are a couple things you should try:
1. Press Enter without typing anything.
2. Type something (doesn't matter what), then press Enter.