Even I am facing a similiar issue.
I have Windows XP and JRE1.5 installed in my PC.
I tried accessing http://www.javaranch.com/game/game2.jsp.
Instead of applet I get a X symbol on the top left corner.
Then I uninstalled JRE1.5 and Installed JRE1.3
I get an error message saying "java.lang.ClassNotFoundException:javaranch.roundup.applets.QuizApplet.class
Please help me resolve the issue.