The Java 1.5 Plugin (or greater) is required for this applet, but the game runs way faster using JDK 1.6. If
you don't have it installed, you can get it here.
It is also necessary to accept a security certificate which allows the applet to be able to read/write game data.
It stores the game data in your user home directory:
XP: c:/Documents and Settings/[username]/.secretstairs
The dialog that appears will look something like this: