I meant to mention that your site has a nice "fresh" look to it and, to be honest, I think that extra bit of white at the top makes it look even better!
The publisher of the Java Applet has to get his work trusted. My understanding is that such certificiation costs quite a bit which is why many don't bother. Your best bet is to have a couple of lines of text explaining that the Java request dialog is normal on a user's first visit and it is safe to click "Accept".