The examples in these How-to's are tested on Windows.
Windows and Linux
The LiveConnect package is included with the Java plugin.
The official documentation for the various versions can be found at http://java.sun.com/products/plugin/reference/docs/index.html. You need to add the plugin.jar to the classpath (JRE_HOME\lib) for compilation.
To use the LiveConnect packages on the Mac you will need to install the latest MRJ available from the Apple website and then goto the Mozilla website and download the MRJ Plugin.
The only other thing then is to change the <applet> tags to <embed> tag (more info on this is on the Mozilla site). Thanks to Neil English for the tip
Java is pre-installed with Mac OSX.
The required jar is in /System/Library/Frameworks/JavaVM.framework/Versions/<your version>/Home/lib
You need to add the plugin.jar to the classpath (JRE_HOME\lib) for compilation.