But for what reason starting an applet locally? Could you try to start the applet from a web server?
Simply to evaluate functionality. From SAP GUI for Java documentation:
"Unlike most Java applets, the SAPGUI for the Java Envioronment applet requires installation on the front-end computer in order to work. This is necessary because of the native libraries used within SAPGUI."
What benefits you have when running applet from a web server instead of locally?