The Microsoft Java implementation, as used in Internet Explorer, allows remote attackers to steal cookies and execute script in a different security context via a URL that contains a colon in the domain portion, which is not properly parsed and loads an applet from a malicious site within the security context of the site that is being visited by the user.
https://exchange.xforce.ibmcloud.com/vulnerabilities/10579
http://www.securityfocus.com/bid/6142
http://www.kb.cert.org/vuls/id/657625