Applets are run under control of your web browser. In order for your browser to run applets, it must have a java applet plugin installed, musch as it must have a Shockwave plugin installed to play Shockwave. The browser's preferences are stored with the other browser settings, usually in a hidden file or directory in the user's home directory.
There's also often a set of system-wide default settings, which in *n*x is generally in the /etc directory. These, too, are installed by the browser, though in some cases there may be an agreement among vendors for a common settings repository.
An IDE is no substitute for an Intelligent Developer.