Jython Shell is a python shell that works straight from your browser. This application can prove to be quite helpful in many situations. For example, you can use it when you don't have access to your computer but you still want to test a few things in python. I've made use of it many times to test various kiosks or to launch python scripts where I have some sort of browser access.
In order to run the applet, you need Java and you have to approve the security warning. The reason you have to do that is because python needs to decompress some of python's standard libraries like the xml, sys and sockets and also some operations require privileges which the Java Applet technology does not provide by default.
UPDATE 2011/04/19: at this stage the projet is pretty much dead but feel free to contact us if you have an ideas how to improve it or if you want to contribute.