I was not able to get ignotius's workaround to go. Plus, it's not HTML5 compliant (not a huge deal).
A better solution, and somewhat easier (for me), is this:
Download the Wordpress extension raw-html (search for it on the wordpress site)
1) Export your Processing project as usual
2) Upload the files in your applet folder (you do not need to upload 'index.html', (though it doesn't hurt)
3) Open up the index.html file in the applet folder you exported to (on your local system)
i) Change all of the *.jar files from 'My_Applet_Name.jar" to "http://YOURWEBSITE.com/.........." where YOURWEBSITE is just your domain name, and the ... indicates whereever you saved your .jar files into. Forinstance, as standard location is "http://YOURWEBSITE.com/wp-content/upload/2010/09/My_Applet_Name.jar"
ii) Change the *.gif loading message to have the parth to their upload location as well
iii) DO NOT change the subapplet lines. These are relative names that must stay the same
4) Write <!--start_raw--> (two dashes)
5) Copy and Paste your edited html code from index.html into the lines below <!--start_raw-->
6) Write <!--end_raw-->
DONE!
The thing to remember is that raw-html does not work with standard applets, just html, css, and javascript. It's basically just a plugin that tells wordpress to back the eff off of the html "helping." Make sure you're in html mode, not visual mode.
You can check my implementation (as well as view my source!) at
http://www.ofamisspentyouth.com