This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Obviously you're running code in an environment with a security manager present. Are you asking how to use the policy tool to add that missing permission to the system, or how to use a security policy when running your code?