Signing applets:
http://forum.java.sun.com/thread.jsp?forum=63&thread=524815
second post and reply 18 for the java class file using doprivileged
http://forum.java.sun.com/thread.jsp?forum=63&thread=409341
4th post explaining how to set up your own policy with your own keystore
Still problems?
A Full trace might help us out:
http://forum.java.sun.com/thread.jspa?threadID=656028