That's some old JVM you're using. I seem to recall that the MS JVM and the Sun JVM work differently when it comes to signed applets, and that the applet needs to be signed in different ways (or maybe it needs to be signed in a very particular way to work on both JVMs, I can't remember).
This page seems to indicate as much.
[ January 18, 2006: Message edited by: Ulf Dittmer ]