Webstart is a framework to start applications via the web. You don't have to do anything special for web start, you just write a normal Java application. That may make it easier than writing an applet.
Your web server has to send .jnlp-files with the correct content type. This can either be configured in the web server itself, or by using a .htaccess-file (the provider has to support this) or by naming your .jnlp-file .php and let the scripting language set the content type.
If the server doesn't know of jnlp, .htaccess is not possible and php (or any other scripting language) isn't available, then it won't work. But applets will.