For Mozilla (remember to enable java in the browser):
1) cd to /usr/lib/mozilla/plugins (or where Mozilla is installed)
2) create the following symbolic link:

ln -s /usr/java/j2sdk1.4.2_01/plugin/i386/ns610/libjavaplugin_oji.so libjavaplugin_oji.so
(replace with path to your Java installation) 

For Netscape (remember to enable java in the browser):
1) cd to /usr/local/netscape/plugins (or where Netscape is installed)
2) create the following symbolic link:

ln -s /usr/java/j2sdk1.4.2_01/plugin/i386/ns610-gcc32/libjavaplugin_oji.so libjavaplugin_oji.so
(replace with path to your Java installation) 

For Opera:
1) Select Edit->Preferences->Multimedia->Java path
2) Set it to /usr/java/j2sdk1.4.2_01/jre/lib/i386
(replace with path to your Java installation)