There are several question; i'll just go into each briefly. It's hard to advise what might be good options because you don't mention
why you need this 2 step process.
I suppose my client won't opt for using a database (like mysql).if we could use a database to store the files list that would be a good solution. what you think ?
A database doesn't sound like a good idea - lots of overhead for installing and maintaining it, just to store very little information.
if user stores file list with Preferences mechanism can this file list be accessible from both client applets and server side web pages ?
Nothing you do on the client will be accessible from the server. If the client generates data that the server side needs, then you need to transfer it to the server.
How about not storing the list of files on the client (since apparently you don't trust the client), but saving it on the server using HTTP?