It's the old sandbox again. When the applet is running on the host (localhost), it's trustworthy. When the host is a different machine, it's not. Don't waste your time trying to fool it by using alternate host names, absolute IP addresses, etc. The sandbox is wise to those tricks. If YOU know whether the server and client are on the same machine, so does IT. You'll either have to sign your applet or do the data access on the server and ship it to the applet. I recommend the second approach, or the next wall you hit is likely to be the firewall.
Customer surveys are for companies who didn't pay proper attention to begin with.