If you are using the built-in MATLAB web browser, then there is no apparent way to do that. The built-in browser is based on an early Firefox beta, and the code that runs it has been hidden away in Java classes with no visible config files that look anything like the Firefox config files.
If you add the -sys option to web() then it will open your system browser, and then you would only have to fight with that instead.
In my tests in 2009a it seems, like Java is enable by default in the internal browser:
As discussed in the thread Answers: Security implications by Java, browsing through the net with an outdated Java versions is a severe security problem. Evil code, which exploits weaknesses of Java, have been injected in official and professional pages also, such that US-CERT recommends to uninstall Java or at least disable the plugins in the browser, see http://www.kb.cert.org/vuls/id/625617.
There is an impressing number serious bugs in all Java versions in the last years, and it took always a long time until they are (partially) fixed. In my institute 3% of the computers have been infected through a Java exploit inspite of a running and uptodate virus checker.