Applets are only allowed to connect to the server they were served from. If the database is on some other server, then the applet needs to be signed. See HowCanAnAppletReadFilesOnTheLocalFileSystem for more detail.
Look back in the forum archives about 2 weeks and I've covered this before. Including a rant why most applets have no business operating in 2-tier mode and opening their own JDBC connections.
Education won't help those who are proudly and willfully ignorant. They'll literally rather die before changing.