If you installed a Gallery final release from SourceForge.net, you probably have everything set up correctly already to support the Gallery Remote Applets.
If you installed Gallery using CVS or a nightly build, you may need to install or update the Gallery Remote Applets in the java/ directory.
You can download the most recent version of the applets from the nightly builds site. Get the latest version of the file remote/gallery_remote_applets.version.zip and unzip it into your java/ directory inside the Gallery Remote directory.
You can test that the applets are installed correctly by logging in, going to an album where you have upload permission, and using the add pictures command in the admin menu. If you see Applet (mini) and Applet (window) in the available tabs, the applets are available.