On Windows 95 with Internet Explorer 4.0, the following page will only run if you set the security privileges to custom, set the java security privileges to custom, and Enable running unsigned applets.
http://javaweb/~nancys/11b2/SwingApplet/SwingApplet7.html

Here are the exeptions that are thrown:
java.io.FileNotFoundException: javaweb:80//~nancys/11b2/SwingApplet115/com/sun/java/swing/plaf/basic/resources/basic_en_US.class
java.io.FileNotFoundException: javaweb:80//~nancys/11b2/SwingApplet115/com/sun/java/swing/plaf/basic/resources/basic_en.class
java.io.FileNotFoundException: javaweb:80//~nancys/11b2/SwingApplet115/com/sun/java/swing/plaf/basic/resources/basic_en_US.class
java.io.FileNotFoundException: javaweb:80//~nancys/11b2/SwingApplet115/com/sun/java/swing/plaf/basic/resources/basic_en.class
java.io.FileNotFoundException: javaweb:80//~nancys/11b2/SwingApplet115/com/sun/java/swing/plaf/basic/resources/basic.class