the java applet that is about to appear on your screen is 'unsigned', so you won't be able to use it to connect to any other server .. sorry. ;)
if another window doesn't pop up within 30 seconds on your screen, you probably need to update your machine's JAVA VM, or Java Virtual Machine, which runs the SSH JAVA client i've got here. if you're using Microsoft Internet Explorer on Windows 98/Windows 2000, check out http://windowsupdate.microsoft.com/, product updates, then find the checkbox for the microsoft VM update. put a check in it, click download, away you go. you will likely have to restart your system after it's finished downloading and installing.