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Applet Tuning

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I am currently tasked with designing an Applet. One of the main risks I can see is that the applet is expected to require XML processing, RMI-IIOP, etc.. all of which leads to a HUGE number of classes to donwload. I want the applet to start up quickly. I am currently reading the excellent 'Java Performance Tuning' book, which suggests downloading an intial JAR containing a bare minimum of classes, present an initial 'processing...' message to the end-user, and start downloading the other classes in the background. Has anyone got example code / good links of how I can do this?
Thanks, Neil
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There is a simple example of this in the JavaRanch CodeBarn.
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