If I'm not mistaken, the third way is to use an IRC chat client. It's kind of like MSN or Yahoo instand messenger, except that there are many different client softwares to choose from, most of them free, but they can be a bear to set up properly if you've never done it before.
Plus, an IRC client will allow you to connect to any IRC chatroom if you know the channel id's and how to find them.
It does say there are three ways to connect on the page, but all I see are 1 and 3, not 2. I think 2 was removed, but the rest of the page wasn't updated to reflect that.
No idea why you're not able to connect through the java applet.
Does the other site use java to connect as well?
_________________
I'm not likely to be around much longer. As before when I first signed up here years ago, I'm finding that after a long hiatus, and after only a few days back on here, I'm spending way too much time here again already. So I'm requesting my account be locked, banned or whatever. It's just time. Until then, well, I dunno...