Java animation will not run

Didn't know what subforum to post this in. A Java animation was blocked and did not run, with a message as follows:

Application Blocked

Application Blocked by Security Settings
Name: AnFade
Location: http: //www.gordongallery.com
Your security settings have blocked an untrusted application from running

(Here is the info when clicking on 'Details')

Java Plug-in 10.71.2.14
Using JRE version 1.7.0_71-b14 Java HotSpot(TM) Client VM
User home directory = C:\Users\Peter
----------------------------------------------------
c: clear console window
f: finalize objects on finalization queue
g: garbage collect
h: display this help message
l: dump classloader list
m: print memory usage
o: trigger logging
q: hide console
r: reload policy configuration
s: dump system and deployment properties
t: dump thread list
v: dump thread stack
x: clear classloader cache
0-5: set trace level to <n>

How can I view the animation? As far as I know, I have the latest version of Java installed. Here is the site of the animation.

Work in Progress Animation of Columbus Day by Edward Gordon