There seems to be an issue with all self-signed Java Applets not being allowed to run on Mac OS X 10.8 Mountain Lion. These types of Java applets are used by many different web applications, including iCamWeb.
This appears to be a one-time issue for new users who have not yet used iCamWeb on a Mac before upgrading it to the latest version of OS X.
A work-around for this issue is:
1. Close your web browser.
2. Open your Mac's System Preferences > Security & Privacy window, and click the lock in the bottom-left corner to make changes.
3. Temporarily change the "Allow applications downloaded from" to "Anywhere".
4. Next, open your web browser and attempt to connect to the web page containing the applet.
5. Check the "Allow all applets from skjm.com with this signature" check box and click the "Allow" button.
6. Go back to your System Preferences window and change the "Allow applications downloaded from" back to "Mac App Store and identified developers".
Now that the Applet has been approved in your Java settings you won't have to go through this process again.