Usually the Java error message, shown in figure 1., appears because you have not installed Apple MRJ (MacOS Runtime for Java - Apple's implementation of a Java virtual machine).
Figure 1 MRJ error message
By default, when installing Internet Explorer 4.0.1 (either from Microsoft's standalone installer or via the Mac OS 8.5 installer), the preference is set for Internet Explorer to use Apple MRJ. If Apple MRJ software has not been installed, any time you visit a web site that contains java you will receive this error message. There are two ways to resolve this:
Solution One
Set the preference for Internet Explorer to use it's own java machine as opposed to Apple MRJ (see Figure 2). To do this, while you are using Internet Explorer, perform the following steps:
1. Choose Preferences from the Edit menu.
The Preferences window appears.
2. Select Java from the Web Browser drop-down list on the left side of the window.
3. Check Enable Java (if needed)
4. Select Microsoft Virtual Machine instead of Apple MRJ from the Java Virtual Machine pull-down menu.
5. Click OK.
Figure 2 Microsoft Internet Explorer Preferences dialog.
Solution Two
Another option is to install Apple MRJ. The installer can be downloaded from Apple Software Updates sites. The Apple MRJ installer is also available on the Mac OS 8.x and Mac OS 9 CD.
This article can help you locate the software update mentioned here: