The Openconnection is a family of Java applet based trojan downloaders for trojan or spyware download components that infect IE through malicious web pages that use Java classloader byteverify exploit or other vulnerability.
The easiest way to avoid such kind of trojan or spyware downloader components is to keep Internet Explorer updated, so this cannot activate. To remove from cache in Sun Java: http://support.f-secure.com/enu/home/virusproblem/howtoclean/cleanjavacache.shtml