When you ran the room for the first time and have not ran this applet anywhere else you should have seen a small window appear asking for permission to run. It looked something like this:
If your security settings are to high in IE then perhaps that’s what keeping it from running. Also, your java virtual machine may be corrupted. Do you have problems elsewhere with java applets? What version if Internet Explorer are you using? If it’s older than 6.0 you may want to upgrade and see if that helps. You could also try using Sun’s java plugin to see if that fixes things.
Here’s a related post in regards to the sun java plugin:
Related post by SweetLea here…
Here is the sun plugin link:
Hope this helped. 
Nothing rhymes with Cindy Crawford after 9 coronas...