When trying to run a Java program on some websites, your browser may show you a message similar to the following. This one comes from Chrome:

Application Blocked. Click for details

Your security settings have blocked an untrusted application from running

To allow the app to run, you need to change the Java security settings within the Java Control Panel. Notice that running unsigned apps is a security risk, and you should be very sure that the website you are about to allow poses no risk, now or in the future.

To open the panel, use the following procedure

Windows 8
a) EITHER
Press Windows logo key + W to open the Search charm
OR
Drag the Mouse pointer to the bottom-right corner of the screen, then click on the Search icon.
b) In the search box enter Java Control Panel
c) Click on Java icon to open the Java Control Panel.

Windows 7, Vista
a) Click on the Start button and then click on the Control Panel option.
b) In the Control Panel Search enter Java Control Panel.
c) Click on the Java icon to open the Java Control Panel.

Windows XP
a) Click on the Start button and then click on the Control Panel option.
b) Double click on the Java icon to open the Java Control Panel.

You should now see the the Java Control Panel:

Copy the URL of the site which you trust. You are going to add your trusted site to your Except Site List box.

Click on Edit Site List…
Click on Add
Read the warning. Oracle recommends that only HTTPS sites are allowed (that is, sites which are encrypted).
Paste the URL into the edit box.
Click on Add again. If you have chosen a URL beginning HTTP or FTP then you will see an additional warning

If you feel positive this site poses no risk, now or in the future, then click Continue.