I read just the Java Applets are unsafe, but normal desktop applications are fine.
I would say better be safe than sorry. But of course, it should be fine just to disable applets (i'm not into java security tho).
You could have developed it in C# tho, so you would be out of any suspicions
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Yeah it's applets in the browser that have all the exploits not program's you download just scan then and treat them as an .exe security wise.
program can have exploit too, and treating it as an exe won't help, as IDA doesn't work on java files (I tend to check myself exe before running it from unknown source). You shouldn't really trust any executables you run in first place ;P .