Java applets are self-standing programs that many sites use.  A couple of examples would be online greeting cards and online games sites.  Setting your browser to "Enable" Java Script allows more freedom on the internet, with a larger variety of sites that can be accessed by your computer.

1. Open Internet Explorer 

2. Click the Tools menu, and select Internet Options

3. Click the Advanced tab  

4. Scroll down on that particular advanced setting screen, to the heading that says "Java VM or Microsoft VM" (with 3 check boxes)

5. The default says "Java JIT compiler enabled". Make sure that box is clicked, and click OK

6. Restart your computer.