This is bullshit, you can use Java to get the MAC Adress of browsing people, at least it was possible in the past (just google.. you'll find enough infos..)
If you give full trust to a rogue applet, yes it can. But then again, it's your fault for letting a such java applet run. Just disable java in the browser.
Not to mention that the startup time for a such applet will be somewhat noticeable.
Either way, changing your mac address is not the solution, because if you let the java applet run, there are other things that can be done to identify you.
It is still fact, that your MAC address does not get transmitted outside your local network. The way this works is that you are letting pretty much a trojan run on your PC and steal your confidential data, then send it to the third party.
Dumbass... people advise you change your macc address because it release's your old IP, allowing a new IP to be addressed if you know how to reset your own hardware (now this doesnt work 100% of the time, but its a method none the less) before you act like you have a clue about what your talking about...atleast fucking google it or something.