Whenever an applet tries to do something "bad", it doesn't
get a SecurityException. The exception seems to be swallowed
by something else (in java.applet?). You see it printed to
stdout, but the code I write never sees the exception.

This is especially bad because different applet viewers have
different security policies, and it's perfectly reasonable to
try something not-so-safe but desirable, get a security
exception, try something a bit safer, ....