As I did not find a best practice promotion for this, I made a little framework to solve this issue. I don´t know if referencing an external component as this is appropriate for your wiki, but if you want me to post it there - I can do so.
You find it all here - with some explanation, source code, and example of use:
I have linked your article to our wiki.
Just wanted to inform you that we have incorporated the example source code into a new open source product that makes it very easy to make applets communicate with EJB3 along with some other interesteing packaging / deployment features which makes it possible to automatically package / deploy your applets with your Jboss EJB3 project +++
Read more about it at http://www.lightminds.com/ShowDocument.asp?id=729.