Previously we stored the data on the server . One of the features included in the game is that we store the full history of all user interaction so that a player can move back and forth between historical moves. Some Beta tester who started directly playing a difficult level continued playing for many hours. Thereafter when they saved the game and later loaded it, it took approx 6 to 12 seconds seconds to load the data hence we decided to change the storage location.
But......we are now working on your first suggestion which is putting the applet into the webbrowser. As in that case we are not bothered with the ugly "Java application Window" (which was the first reason for using a certificate) we might indeed as well change the storage location back to the server.