Step 1.
Install Java if you haven't installed it.
https://www.java.com/en/download/help/download_options.xml
Restart your browser after installation.

Step 2.

Launch the Windows Start menu
Click on Programs
Find the Java program listing
Click Configure Java to launch the Java Control Panel Click Security tab.
Click on the Edit Site List button.
Click the Add in the Exception Site List window.
Click in the empty field under Location field to enter the URL.
eg. http://www.d.umn.edu/~jgallian/
Click OK to save the URL that you entered. If you click Cancel, the URLs are not saved.
Click Continue on the Security Warning dialog.

Here are other responses I received from people who had trouble with the software.

Response 1
In order to run the applet the first time, you may need to include "http://"
in the Exception Site List for Java. To do this, enter System Preferences (Mac) or Control
Panel (Windows) and then click the Java settings. Click the Security tab. You will need
to make sure the check box for allowing web content is checked. Choose the option to Edit Site List
and then enter "http://" Hit OK. Depending on versions, you may also need to drop
(temporarily) the Java Security Level to Medium. The applet should be able to load after a few
prompts about trusting the publisher.

I have noticed that on the Mac, Google's Chrome browser does not get along with Java very well
due to a 32-bit vs. 64-bit issue. On Windows 7, I have been having trouble with Java and IE
but I have no trouble with Firefox.

Response 2
Download java for 64-bit and 32-bit and alter advanced settings in Configure Java Response 3
I was unable to access the settings from the Java Control Panel, but had to use the Windows menu to "configure" Java.

Response 3
Our IT expert indicated that some users had to disable the certificate revocation check in Java,
as well as relaxing the security level to medium and including a specific URL in the exceptions
list. In the Control Panel for Java, this can be found under the Advanced tab.