I recommend you use Microsoft Virtual machine which I find better, (and works with every Java site I have encountered. I installed Sun Java once, but removed it as the MS version worked better. - You can get it here:
Ensure Java is enabled in Internet Explorer options. Open Internet Explorer, click on Tools menu on the top bar, select Internet Options, Advanced tab, scroll down to "JIT compiler for virtual machine enabled".
Ensure this ticked - If it isn't, click a tick in the box, apply, and then reboot your machine.
I have read that some firewalls can also cause problems. For example: In Zone alarm pro, look in the Privacy setting , Mobile Code control, there are 2 boxes referring to Java. If you have Zone Alarm, ensure they are not ticked.