Basically, I had two choices for a VM to run my Java app, the official Sun Java interpreter and Microsoft JView. The Sun version was not a good choice because of some boneheadedness on their part. When I told the web server I wanted to run Server.class, it passes the full name of the file to Sun's VM. Unfortunately, the first thing Sun's VM does is append .class to your file, and the program complains that it can't find Server.class.class. Boy, you'd think that after four years, Sun could write a decent command-line parser.
Microsoft, on the other hand, shot themselves in the foot trying to speed up their benchmarks. Rather than just sending streams to standard output, they write directly to the screen buffers. This is slightly faster than using streaming I/O, but it completely screws things up for CGI's, which communicate to and from the server via standard streams. That's why I was getting a blank screen whenever I tried to run my Java CGI.
For the time being, I fixed the problem by making a .BAT file that runs the Sun interpreter, passing the .class file to it. I dunno yet how it works with input. If it does, that should solve my problems.