Ahh!

java.lang.ClassNotFoundException: java.io.IOException: open HTTP connection failed.
at sun.applet.AppletClassLoader.getBytes(Unknown Source)
at sun.applet.AppletClassLoader.access$100(Unknown Source)
at sun.applet.AppletClassLoader$1.run(Unknown Source)
at java.security.AccessController.doPrivileged(Native Method)
at sun.applet.AppletClassLoader.findClass(Unknown Source)
at sun.plugin.security.PluginClassLoader.findClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
at sun.applet.AppletClassLoader.loadClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
at sun.applet.AppletClassLoader.loadCode(Unknown Source)
at sun.applet.AppletPanel.createApplet(Unknown Source)
at sun.plugin.AppletViewer.createApplet(Unknown Source)
at sun.applet.AppletPanel.runLoader(Unknown Source)
at sun.applet.AppletPanel.run(Unknown Source)
at java.lang.Thread.run(Unknown Source)

Source/demo: http://www.jportalhome.com/bb/viewtopic.php?p=6414#6414

Thanks,
Josh

Please, RTFM (http://java.sun.com/docs/books/tutorial/applet/overview/security.html) on applets.

Applets could open http connection with only parent hosts