looks like you are trying to do something that requires a signed applet. but i can't see what.

googling the error gave this (ctrl-f and search for user.language):
http://download-llnw.oracle.com/javase/1.4.2/docs/guide/security/permissions.html
which suggests it's the Portuguese that's the problem, that it's trying to change the language somehow.

edit: here -
Diagramas.pde:  Locale.setDefault(Locale.US); //necessário pelas textlabels

when i run it in the IDE i get an error about translate() not being available for this renderer.  but i can't work out which of the 9 translates() you have in your program is the problem.

(it's also taking 100% cpu despite not doing anything)

Note to the OpenProcessing people, if they happen to read this thread: the page is correctly set to UTF-8 charset, so it would be better not to convert high-Ascii chars in the code to their HTML entities!
I see "com composição em torno de" for example (in the source code of the page), where the Atilde are part of the UTF-8 encoding, this preventing the browser to show correctly accented chars.
Maybe the fault is from the module you use to do syntax highlighting, so it should be patched (unless it has a setting for that).

And kooogy is right, for some obscure reasons, Locale.setDefault usage requires the applet to be signed:

If there is a security manager, its checkPermission method is called with a PropertyPermission("user.language", "write") permission before the default locale is changed.

The Java Virtual Machine sets the default locale during startup based on the host environment. It is used by many locale-sensitive methods if no locale is explicitly specified.

Since changing the default locale may affect many different areas of functionality, this method should only be used if the caller is prepared to reinitialize locale-sensitive code running within the same Java Virtual Machine.

I suppose the security requirement is because it changes the whole VM, so it is a kind of global change.
Are you sure you need such call?