This is a little class I have used and it worked just
fine, doing exactly what you want:

class ALittleWait extends Thread {
private int sleepTime;
// Just using the Thread class
// by calling superclass Thread constructor
// to get a sleeping effect for a little while
public ALittleWait(String name)
{
super(name);
sleepTime = (int) (5000);
}
}

And you call it from your main class (or whatever)
with:

ALittleWait.sleep(2000);

use the sleep  method in Thread class
refer to java  api for details

I really appriciate your help. But, In my Java program I hava a
applet and I am not using thread at all. So, my question is this
that can I still do I really have to use Thread there no other way to
wait in program without using Thread. Please let me know if you know
the answer.

If you're just using the sleep  method in Thread class, you don't have
to extend the Thread class especially you are already extending the
Applet class. Try this sample:

public class SampleSleep {
//Put the throws Exception class to the calling method
public static void main(String[] args) throws Exception {
System.out.println("Hello World will print after 5 seconds...");
//call the sleep method  of the Thread class
Thread.sleep(5000);
System.out.println("Hello World");
}
}

Just don't forget to put the throws Exception to the calling method.

Try the following

MS_TO_SLEEP = 10 * 1000; // sleep  for 10 seconds
try
{
Thread.sleep(MS_TO_SLEEP);
}
catch(InterruptedException e)
{
Thread.currentThread().interrupt();
}