Java is a programming language developed by Sun to allow programmers to write the code once and the application to run on any hardware (write once, run anywhere). For this to work, the software is delivered as .class files which are run by the Java Virtual Machine. This virtual machine is the hardware dependent piece.
To run any of my applications you need to download the Java Virtual Machine for your hardware. You can find the latest version of Java at Sun's web page. You need to have at least version 1.4 to run my applications. If you don't have java, or don't have a recent enough version, visit Sun's web page and download the JRE (Java Runtime Environment).
For more information, see Sun's web page.