Ernest, Bhanu, thanks for your reply.
Because the antivirus software is corporate standard software, we cannot change it currently. There is not a setting in Sophos software to ignore the particular program like Java also. Unless we disable the antivirus software, but it cannot be done.
I think that the problem is not due to Java program itself but JVM. When JVM start, the antivirus program is triggered. So only first running Java program is affected. Not only application, but also
applet.
Is there a way to start JVM (e.g. Java web start) when boot up and continue to activate it until PC shutdown?