Java

I'm not sure if this is the right forum or not but I am wondering if Java saves passwords. I play a game online that is Java based and I am suspicious that my brother is trying to get my pass through some program or something. Do I have anything to worry about? What could he be doing that would get my password?
 
I have never known a Java applet to save passwords, If he knows what he's doing he may be running a key logger.
 
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