On Windows, when opening a Java based web application (In my specific instance, an HP ILO KVMoIP session), you receive the error “Application Blocked by Security Settings” and “Your security settings have blocked a self-signed application from running.”
Open up the Java control panel that is located with the rest of your Windows control panels and select the “Security” tab. Your goal is to add the site in question to the “Exception Site List.” Note that this is probably a terrible thing in general, and mildly bad even if you know that the Java app you’re using is private, such as a with an ILO card on a protected LAN. The ultimate solution would be to use a signed SSL certificate that is recognized by your browser, however you get that done (Private PKI, public cert, etc.)
Click the “Edit Site List…” button, put the URL that has your Java application into the list (in my case I just use the IP address of the ILO cards), and click “Add.”
You will now be able to run your Java application after a sufficient amount of annoying warnings are casually dismissed while you hope nothing too James-Bond-villan-esque has happened to that Java application.