The name of the applet doesn't matter here. The problem is that you've put the applet is in WEB-INF. WEB-INF and its subdirectories are for classes and files consumed directly by the web server itself.
Applets don't go there. Applet classes are just plain old files as far as the server is concerned. The web browser requests them by real name, and they are served just as if they were image files, HTML files, etc. The server won't directly serve files from WEB-INF, by design.
So if your applet tag is
<APPLET codebase="." code="client.Applet.class" archive="applets.jar" width=350 height=200></APPLET>
and the applet is embedded in a
JSP whose URL is, say
http://myserver.com/products/foo.jsp then the browser is going to ask for
http://myserver.com/products/applets.jar and so applets.jar goes at the top level of the "products" webapp.