Hi,
With IE and ActiveX, the install of the applet occurs with grant of permission. You should get a yellow bar under browser top bars with an audible "bleep" (if you have audio and speakers for clicks, beeps, etc for IE).
With non-IE browsers like Firefox, you typically need to install Java to run Java applets (or see if it came preinstalled with the browser). You can install Java from the Java home page.
http://www.java.com There is also a check link under the download icon to see if you have Java already installed.
To run Java applets with Firefox, make sure that Java is Enabled in the Options - Content settings from the Firefox Tools.
Danno