I'm working for EDF in France on applet technology.
I did not found information about https link to download archive jar from SSL security server.

I suppose some tricks can be added in this documentation.
http://download.oracle.com/javase/tutorial/deployment/deploymentInDepth/index.html

I've fallen into several traps before to understand that the JVM must be set to allow certificat of SSL server.
Without that, the archive jar can't be downloaded.... and the applet can't be started...