it is simply a mattar of the difference between packages and classes.
when you use import in the beginning you actually just import the package the clases are in.
for example: there is a package named java.awt in whcih there are many classes.
you import that package so you can use its classes more easily!
if u need to create a button you could type:
if u use the import.
otherwise without the import you need to name the whole package.
yikes!
the applet thing is the same idea. you import a package named java.applet (notice the small a) which has a class inside named Applet (capital a).
you dont have to import that package but if u dont u have to extend java.applet.Applet rather than Applet.
also, when u extend a class its called inheritence (thus you inherit all its methods etc)
hope i made it a little bit more clear.
im sure you get a bette answer by some moderator later.