1. Install the policy.jar which need to connect to OCSP server hosted on internet.
2. Setup up the IE browser to use proxy which is able to access internet. (such as rn-proxy.oracle.com:80)
3. In JCP-General-Networking Settings, select "Use browser settings"
4. In "JCP - Advanced - Perform certificate revocation checks on", select "All certificate in the chain of trust"
5. Launch any unsigned applet and make sure it can be launched without unsigned security warning dialog.
6. Open "JCP-Security-View the active Security Policy File", if jcp hangs up for a while and then "Policy File more - information" dilaog comes out with "Can not verify policy jar" on it. Bug is reproducible.

Note:
1. When revocation check is closed, "Policy File more - information" comes out very quickly with correct policy.jar information.
2. Use manual proxy setting in JCP also has this issue.