@Silverlight: are you much better off if you've wrote a Java Applet at the same time ? (I think this was the right thing to do in Java back then)

We were trying to use Java Webstart, but we gave up, because of the fact that some modern browsers just block the Java plugin.

I have to use a Java applet for some customer VPN's I am connecting to and the only browser this works for me is Internet Explorer to connect to those VPNs.

You can still write Winforms applications and this is some really old technique. Maybe you are still able to use MFC, but I haven't tested that in a LONG time.