In theory..
all you need to do is find a suitable applet (or write your own)
then create the 'Chat' web page (this will refer to / load the applet)
then upload the web page(s) and the applet class files to your server and try and chat via your browser.

Of course it's a lot more complicated than that as you'll need some mechanism to store or buffer the chat (unless you want a Java irc client)


Hope this helps as a starting point.

J.