@Negazero
Standalone client - http://download.threerings.net/spiral/client/spiral-install.exe
The default install location is the same as the web applet. So as long as you don't use a different location, all it will do is create a shortcut on the desktop so you can bypass the browser when launching.
Ultimately I think your misunderstanding what a browser cookie is used for. If the applet launcher fails for no apparent reason, you might have a toolbar messing with your browser config, or your system Java cache might be set too small.
Are you running from your browser? The game gets installed on your computer, so just run from your desktop or your start menu(start menu guessing your on a windows machine).