There is a security manager program that prevents applets from access to the system like normal programs have. I'm not exactly sure what the syntax is but you need to obtain permission (from the user?

The Menu File Browser Applet for GNOME makes it possible to navigate through a directory hierarchy and open specific files and folders using a simple menu embedded in the panel. Released yesterday, ...

For various reasons, Java Fun and Games does not present its applets online. Instead, you must download and compile applet source code, and run the resulting applets on your platform. Recently, ...