You'd need some kind of active server component (Servlet, ASP, PHP, ...) to achieve this. It would be more like proxying, though, not redirection, since the flow would be applet-->server1-->server2-->server1-->applet.
I’ve looked at a lot of different solutions, and in my humble opinion Aspose is the way to go. Here’s the link: http://aspose.com
subject: Connecting to a remote servlet from an unsigned applet