Many times while working with Applets, you need a signed jar to circumvent the security restrictions placed on an unsigned applet. Here are three simple steps of creating a self-signed applet:
keytool -genkey
keytool -selfcert
jarsigner myapplet.jar mykey
Further reading:
http://www-personal.umich.edu/~lsiden/tutorials/signed-applet/signed-applet.html
http://java.sun.com/javase/6/docs/technotes/tools/solaris/keytool.html