The CODE attribute takes just the class name, which is "BallRoom" or "BallRoom.class". If the class files are not in the same directory as the HTML file, then you need to use a CODEBASE attribute to point to it; in this case it would have a value of "java". The
AppletsFaq points to a tutorial on all the details of the APPLET tag.
As an aside, there's no point in calling
setSize in an applet - it takes its size from the HEIGHT and WIDTH attributes of the applet tag, and can't be resized.
Lastly, whenever you have problems with applets, check for error messages in the
Java Console - that's where any exceptions will be logged, and it's where any System.out messages written by code would show up.