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Jakob Nielsen's Alertbox, January 23, 2000:
Of course, the very best solution is to add whatever people are looking for, so that the site can satisfy these major user needs. Doing so is the most basic principle of usability. But sometimes you simply cannot do what users want:
If you don't say anything, users will spend a long time looking around your site in the hunt for the missing feature. Eventually they will give up, but not until they have acquired a good deal of distaste for your site, feeling it to be confusing and unhelpful. Even if your navigation system works perfectly and guides the users to the "right place," they won't see anything, so they will conclude that the navigation doesn't work.
Much better to have an explicit target destination in the logical place for all frequent user tasks, even those you don't support. This target could be a product page (without a "click here to buy" button), a FAQ entry, or a part of the customer service section of the site. Wherever users would naturally be going when looking for the missing feature. This is the logical place to say that the feature is not available and maybe explain why. Users will thank you.
How to discover what features users want that you don't have?
This goes against the grain of many sales people, but sometimes it is best to link to another site that does offer the solution. Sure, you will lose this sale, but you would have lost it anyway, and by giving the user a useful referral, you will have won credibility points. Just as important, you will have secured a position in the user's mind as the place to start the next time they go looking for solutions. Also, you may try to get a referral fee for the link so that you do recapture some revenue.
The happiest case is the one where something is currently unavailable but will become available reasonably soon:
Finally, think of ways to offer an alternative solution. For example, maybe you sell another product that is almost as good or practically the same. If you have a better, but more expensive, product available, consider offering a special discount to compensate the user for the trouble of navigating to another product than the one they originally wanted. If you always just link people to more expensive products they will suspect that you are running a bait-and-switch operation.
When testing the rare site with great usability, you may want to include an impossible task in order to study what users do when they can't find the solution. In real life, users are certainly often faced with sites that simply do not offer the thing they want. And you want to see how quickly users give up (usually after 10 minutes or less), what aspects of the site makes users conclude whether or not they can accomplish the task, and what alternative solutions they pursue.
Complete list of other Alertbox columns