Im not sure that an applet could be used for what you would like to do. An applet is usually restricted by the security manager which limits its use. A network connection could be made back to the server from the applet on the client but since access to the local file system by the applet is not permitted i couldnt see how you the program could be placed in system. Using an applet you would also not be allowed to run any programs on the client.

Why not just have the user download a program right from the site and when run would make the necessary socket connections to the server?