Your browser will say it's starting Java. Then it will say it's opening a Java archive. This may take several minutes, depending on your connection speed.
Then popup windows will ask if you want to install and run the applet and create a directory. (Say yes.)
Press enter when the terminal window prompts with the SSH server alias. Press enter again when the terminal window says to save the alias.
Then popup windows will ask if it's OK to create a known hosts directory and if it's OK to add this to your known hosts. Finally the terminal window will give you the login prompt.