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.
Can't really be done using a Servlet (unless you implemented your own protocol and Servlet implementation I suppose). Normal HTTP Servlets use HTTP which does not support push. You can use technologies like Comet to get push like behaviour with HTTP, but since you are using an Applet this is unnecessary. You need to use socket programming rather than Servlets.