Maximizing the desktop applet covers whole screen alongwith the taskbar and there is no close icon (cross) in the top right corner of the applet in that condition.

Steps to reproduce :
1) Load following applet inside the browser
http://nicole1.sfbay.sun.com:8080/plugin_tests/JNLPSupport/AppletCommunication/html/TalkinApplet.html
2) Drag applet out of the browser and close the browser (to drag applet, use ALT + left click)
3) There should be pop-up to create a shortcut. Click "OK" and make sure that shortcut is getting created
4) Launch the same applet from desktop shortcut.
5) Right click on the taskbar on the applet application and click on the Maximize.

The applet gets maximized and covers the whole screen (desktop), now it is not possible to close (as there is no close icon) or minimize (as taskbar is covered) the applet.

Only switch application (ATL+TAB) or end task (CTRL+ALT+DET) can help the user to exit from this situation.