tested JRE: 6u3 b5 (not reproducible with 6u2)
tested OS: win2003, XP home
tested browser: IE6

How to reproduce:
1. download & install 6u3 from http://star-wip.sfbay.sun.com:88/en/download/manual.jsp
2. In JavaControlPanel->Advanced-> Setting->Debugging->"Enable tracing" is enable, Java Console is show Console.

When launching http://java.com/en/download/help/testvm.xml, it loads successfully.
However, the following exception are shown in JavaConsole of the browser:
(When launching applets from http://www.ericharshbarger.org/java also get java exceptions.)

Java Plug-in 1.6.0_03
Using JRE version 1.6.0_03 Java HotSpot(TM) Client VM
User home directory = C:\Documents and Settings\dtftest
----------------------------------------------------
c: clear console window
f: finalize objects on finalization queue
g: garbage collect
h: display this help message
l: dump classloader list
m: print memory usage
o: trigger logging
p: reload proxy configuration
q: hide console
r: reload policy configuration
s: dump system and deployment properties
t: dump thread list
v: dump thread stack
x: clear classloader cache
0-5: set trace level to <n>
----------------------------------------------------
liveconnect: Invoking JS method: document
liveconnect: Invoking JS method: URL
basic: Referencing classloader: sun.plugin.ClassLoaderInfo@1833955, refcount=1
java.lang.reflect.InvocationTargetException
   at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
   at sun.reflect.NativeMethodAccessorImpl.invoke(Unknown Source)
   at sun.reflect.DelegatingMethodAccessorImpl.invoke(Unknown Source)
   at java.lang.reflect.Method.invoke(Unknown Source)
   at com.sun.deploy.cache.Cache.getCurrentIP(Unknown Source)
   at com.sun.deploy.cache.Cache.updateHostIPFile(Unknown Source)
   at sun.plugin.AppletViewer.updateHostIPFile(Unknown Source)
   at sun.applet.AppletPanel.getAccessControlContext(Unknown Source)
   at sun.applet.AppletPanel.getClassLoader(Unknown Source)
   at sun.applet.AppletPanel.createAppletThread(Unknown Source)
   at sun.applet.AppletPanel.init(Unknown Source)
   at sun.plugin.AppletViewer.createClassLoader(Unknown Source)
   at sun.plugin.AppletViewer.appletInit(Unknown Source)
   at sun.plugin.viewer.LifeCycleManager.initAppletPanel(Unknown Source)
   at sun.plugin.viewer.IExplorerPluginObject$Initer.run(Unknown Source)
Caused by: java.net.UnknownHostException: java.com
   at java.net.Inet4AddressImpl.lookupAllHostAddr(Native Method)
   at java.net.InetAddress$1.lookupAllHostAddr(Unknown Source)
   at java.net.InetAddress.getAddressFromNameService(Unknown Source)
   at java.net.InetAddress.getAllByName0(Unknown Source)
   at java.net.InetAddress.getAllByName(Unknown Source)
   at java.net.InetAddress.getByName(Unknown Source)
   ... 15 more
basic: Added progress listener: sun.plugin.util.GrayBoxPainter@a6d51e
basic: Loading applet ...
basic: Initializing applet ...
basic: Starting applet ...
basic: completed perf rollup
TestVM 3.4 sc
Copyright (c) 2007 Sun Microsystems, Inc.
All Rights Reserved.
basic: Loaded image: http://java.com/en/img/download/t1.gif
basic: Loaded image: http://java.com/en/img/download/t2.gif
basic: Loaded image: http://java.com/en/img/download/t3.gif
basic: Loaded image: http://java.com/en/img/download/t4.gif
basic: Loaded image: http://java.com/en/img/download/t5.gif
basic: Loaded image: http://java.com/en/img/download/t6.gif
basic: Loaded image: http://java.com/en/img/download/t7.gif