Games from gamejolt.com aren't permitted to run

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Whenever I run a game from http://gamejolt.com, Java prevents me from playing it. It tells me Java doesn't allow applets without an approved certificate. From what I understand, GameJolt's games are self-signed, meaning the creators signed their own games.
Downloading the game seems to fix it sometimes. Adding GameJolt to Java's security exceptions didn't work either.
Why won't Java let the applet run? What can I do to fix this?
I'm using Chrome on Windows 7.
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Come Scaricare un Gioco da Gamejolt (Windows) | Tutorial | TFG | ITA
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