Applets are just program code that run on the client. You can of course instruct the applet to retrieve other objects from the same server (data files or images, for example), but there's no stateful "applet connection" between client and server, and no file upload capability.
To do what you want, you need ftp, or a
servlet that handles uploads, or some supplemental technique. You can of course integrate this into your applet, but the applet class itself does not directly support what you want to do.
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Michael Ernest, co-author of:
The Complete Java 2 Certification Study Guide