Try the following, if its not too hard for you to follow:

Internet Explorer 7

1. Open Internet Explorer.
2. Click on the Tools button (the picture of the gear) or “Tools” from the program menu.
3. Click on Internet Options….
4. Click the Security tab.
5. In the “Security level for this zone” box, click on Custom level….
6. Scroll toward the bottom of the Settings box to Scripting.
7. Enable active scripting.
8. Click OK twice to close the dialogue.
9. Click the Refresh button after the Address Bar at the top of your browser, or hit F5.

Also I would like you to try the following test and see if your java is working at all:

http://www.bodo.com/javame.htm

Tell me what you came up with, if you were able to see the java box