just so you guys know, the reason why some of you, even with your phone's latest firmware, do not see the "do not ask" options depends on the java PROGRAM you are using.
the firmware allows you the options, IF the java program you are using even has been programmed to have those options available.
as eld said, you need a signed certificate for your program, and each program would have its own unique certificate, which should be installed when installing your java program. you can try his way to create your own certificates for the programs that did not have certificates already made for them, but as he warns it's risky

let's put it this way, programs that are made by more reputable/professional developers will have certificates already premade with the program