The best solution for doing such stuff is web services.
The applet sand box initially designed for preventing the applet from malicious operation on client machine, but the reason that may cause the sand box prevent the database connection is that the applet tries to get a connection on the different port and IP address in compare to where it came. (This problem can be fixed by changing java security policy file on the client machine).
The applet page does not need to be refreshed for every JDBC operation and it can be initialized once and stay running on the client JVM.
Anyway, although the problems can be solved this, It ‘s not recommended in any application as this is a bad design and ….