Note sure this is what you need, but in case:

If you are using Microsoft Internet Explorer, look in "Internet Options".

Control Panel > Network and Internet > Internet Options

Click on the "Security" tab.

Then click on the "Custom level" button.

(The horror begins.)

Way down toward the bottom, there is a section on "Scripting", and under it are the following options for "Scripting of Java applets":

Disable
Enable
Prompt



Please note that these would more correctly be titled "Internet Explorer Options". As far as I can tell, they do not define generic "Internet" settings for all web browsers. Microsoft decided to annoy everyone by assuming that what it calls all "Internet" settings would only be relevant to it's browser (IE).

Similar settings can be found for Firefox or other browsers.

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The v 1.0.6_33 "Java Control Panel" (you can make it visually appear by changing it at Control Panel > All Control Panel Items > Notification Area Icons) has the following on the "Advanced" tab:

(nothing relevant!?!)

oops.