OS X 10.8 Gatekeeper and Java applets

Question

With the new release of OS X 10.8, the Gatekeeper will popup the following warning, when you try to start a signed Java applet:

Answer 1

You answered your own question. Gatekeeper considers that certificates / signatures not issued by Apple are not trusted.

Apple Documentation will tell you how to export your certificate. You can then use it as usual. The codesign command may also do the trick.