Thanks for writing.  I like that Applet.  :)
 
1. Save the WebPage: SpiroGraph.html
2. From Page Bottom: 
      Right Click and Save Target in same directory: 
        SpiroGraph.jar
        Cycloid.java,  SpiroGraph.java,  drawGraph.java   

So you should have one directory with: 
   SpiroGraph.html, SpiroGraph.jar
   Cycloid.java,  SpiroGraph.java,  drawGraph.java

Then Browse the local copy of:  SpiroGraph.html