I had this same issue not too long ago..
From your Actionlistner implement this code...
try{
getAppletContext().showDocument(new URL(u),"main");
}catch
(MalformedURLException d)
{
System.out.println(String.valueOf(d));}
"u" is the URL of the page you want in your frame and "main" is the
frame's name...give that a try