I agree that any information security in the internet is difficult.
I don't see anyone saying that, nor would I agree with that statement. Can you elaborate why you think that way?
But there is some option called jar signer... Which will create secure on your application.
Signing the applet doesn't provide any security by itself. It is an indication of where the code originates (assuming a trusted certification authority was used), and that the code wasn't tampered with in transit, but that's the extent of what it does.
It can actually make code less secure, because a signed applet can wreak all kinds of havoc on a client machine (if the certificate is trusted by the client) which unsigned applets never could do.