They do work, you just need to install the plugins.
The mozilla plugin FAQ has the answer to this on (so did google on a search for mozilla java plugin)
http://plugindoc.mozdev.org/faqs/java.html
As for the x-director, that's a Shockwave movie you're trying to look at.
I don't know of a Shockwave plugin for Linux (that's not to say there isn't one, try to google for it)