In the latest version of Java 7, release 51 the new release does not allow unsigned java applets to run.
If you need an exception launch the Java icon in the control panel, then go to security tab and place in the url (with the http://www.... ) into the exception list
Click on edit site list
If you don't see this make sure you don't have any other Java installed on your system. I found one pc that had Java 64 bit on there that was causing this not to show on the computer.