check the value of the codebase parameter in your html page's applet tag. This must point to the location of your applet jar file using the correct application context, e.g.
War file: yourapp.war
Location of the jar file in yourapp.war: lib/yourapplet.jar
Check also if you use localhost in your codebase url. This may cause loading problems due to security settings of your browser configuration. You must use the correct hostname or IP address in this url instead.