Blocking Java Applications

[COKEDUDEUSF]

How do you permanently block Java Applications? I keep getting this annoying message. I would like to just block certain websites from running Java Applications. Here is a screenshot of what I'm talking about.

http://i255.photobucket.com/albums/hh133/COKEDUDEUSF/Java_Warning.jpg

[DigeratiPrime]

What web browser are you using? IE8?