Go to a player's profile page at hockey-reference.com (example pages below), and click on "CSV" for the proper formatting. Select the player's regular season statistics from the CSV table, excluding headers, copy, and paste into the input text area of the Java applet.
Here is an example showing the selection of Wayne Gretzky's NHL seasons, found at http://www.hockey-reference.com/players/g/gretzwa01.html.