www.jsoftware.com has a few simple applets that you can run in your browser. When the applet uses the jserver class, it is loaded from the J system\extras\java\classes directory.
The nyse applet is different from the others in an important way because it reads data from a URL at the NYSE web site. Applets downloaded from the web run in the Java sandbox and are not allowed to read data from other web sites. The nyse applet would get a security violation if it were downloaded from the web site. The nyse applet class is in your J directory system\extras\java\classes. If this is in your classpath environment variable (as set by J setup) then the class is loaded from your hard drive and is not restricted to running in the sandbox. Installing applet classes on your hard drive and adding paths to your classpath have serious security implications. Be sure to read: Java sandbox and applet security.