1) The Java applet is slow to load or won't load at all. What do I do?
You may not be running the latest version of Java. Go to the Java website here and click on "Do I have Java?" to test your installation. You can download the latest version right there.
2) Performance is sluggish or I experience other problems when using the applet. What do I do?
Having too many earlier versions of Java still installed on your computer is frequently the source of performance problems. You will need to determine if you do.
To check for older versions Go the Windows Control Panel and click on "Add or Remove Programs". On 12/13/07, the latest version looked like this:

If there are other previously installed versions, best practice is to uninstall all of them. Then do a fresh install of the latest version. Download it here.
After you get the latest version installed, go to the Windows Control Panel and double click on the "Java" icon. Then click on "Temporary Internet Files - Settings". Adjust the Temporary Memory to no more than 100MB as shown below. Be sure to click on "Delete Files" to clear out the cache.
3) If you found that your Java installation was the problem, you might be ready to see what other old software is hiding out on your computer and possibly causing performance problems or, even worse, leaving you vulnerable to malicious software.
The Secunia Software Inspector evaluates key software on your computer including Java and reveals whether any of it is out of date and/or insecure. It runs through your browser. No installation or download is required. (Highly recommended!)
"The Secunia Software Inspector will inspect your operating system and software for insecure versions and missing security updates. A default inspection normally lasts 5-40 seconds. It covers the most common/popular end user applications: Internet browsers, Internet browser plugins, Instant messaging clients, Email clients, Media players, and Operating systems."