In order to use this applet, you need to be using a Java-capable web browser and have Java turned on. (Note: There have been some security bugs in the Java implementations of some browser versions, so you might not want to leave Java turned on all the time. In particular, versions of Netscape prior to 4.75 have security vulnerabilities.)
There are lots of other SSH implementations, and you can find pointers to some of them at www.ssh.org. We also have some of them listed (along with specific information about connecting to CCS) at http://www.ccs.neu.edu/welcome/. If you're on a Windows platform, one particularly easy-to-use alternative is the PuTTY application, an excellent SSH and telnet client by Simon Tatham. It also comes with pscp.exe, which allows you to copy files using the SSH protocol from the command line.