Again, an applet can't stand-alone, so it is not possible to close it. Are you mistaken an applet for an application? The closest solution I can think of is as follows: Create an applet and embed that applet in an html page. Within that applet include a button. When this button is pressed have a window popup (still part of the original applet) and add whatever functionality you want in your "stand-alone" applet into that pop-up frame. Within this frame you can have a button, that when pressed disposes of the frame. That's the best I can offer.
I think it would be easier to include a button on the web page that pops up a window that contains the applet. In the popup window you can have a button that closes the window. You can see an example on the Web at http://www.nhn.ou.edu/~walkup/demonstrations/WebAssignments/HarmonicMotion001E.htm . Notice that the "Applet Help" button pops up a window containing some text and a "Close" button. The "Open Applet" button, on the other hand, pops up a window containing an applet. Installing a similar "Close" button on the applet window would be very easy. Try it and see if this is the kind of functionality you are looking for.
[This message has been edited by Charlie Boss (edited July 06, 2001).]