@OP
Well this is bound to happen my friend..In general are designed to be more secure & don't have adequate access to System(Fils,Audio,SSL,Native Code,Database.. & etc) resources.
Well need sign the applet inorder to do that.
you may go through the link given below to which provides details about siging an applet.
http://java.sun.com/docs/books/tutorial/security/tour1/step1.html
http://download-east.oracle.com/docs/cd/B14117_01/java.101/b10979/applet.htm#i1004498
(An advice)It is not a gud practise of using vunerablities where there is a security restrcition... we might quite often mishandle resources in this case.
Hope this might be of some help :)
REGARDS,
RaHuL