IE problem, possibly related to Java

[bammitybam]

Alright, I'm having a few problems with internet explorer, but I think they're all caused by Java.

At the beginning of the school last year, I got a little comp-sci crazy and downloaded some stuff from java.sun.com that I didn't really pay attention to.
My Problems: When I try to open a java window, such as the game lobby for yahoo games, it opens in a regular IE window w/ an address bar, as opposed to a java window looking thing. (does this make sense? I can provide a screen capture if not it doesn't)
Also, javascript:self.close() etc. don't work.
And sometimes, when I try to open a link, it won't do anything. The only way I can get it to open is to right-click and open in a new window.
I have tried re-downloading IE 5 and upgrading to IE 6, but whenever I try to click on the download link at www.microsoft.com or cnet.com, nothing happens.

I am using:
Windows 98
Java 2 v1.4.2
Internet Explorer 5

Any and all help is much appreciated.
--Bammitybam