As arashi256 says, only an applet can be embedded into a webpage, not a stand-alone application. Embedding means to have the application running right there in the page, taking up space on the page.
If you want to deploy a stand-alone application so that you have a link on the page that starts a stand-alone Java application, then you can do that too — and you don't need to convert your application to an applet to do it. What you will need to do, though, is to package your .class file(s) into a .jar file, sign the .jar file, and create a .jnlp file, and upload the signed .jar and the .jnlp file to your website. The web browser can then use Java Web Start to run the page. The link should point to the .jnlp file. For more details, see http://java.sun.com/javase/technolog.../javawebstart/
PS last time I checked, JavaWS didn't run on the 64-bit Sun Java browser plugin, so this may not be a 100% solution. But I thought it was worth making sure you were aware of all the options.
Hope that helps,
—Robert J Lee.