Well you can easily push the events from the server to the applet. Use a stream for this. Let's understand this with an example.
You've got a chat applet and lets presume 10 ppl are logged on to the same chat server. Now, when one person writes a message and sends it to the server, the server simultaneously sends it to the other 9 applets. Use a simple TCP/IP connection. As Joe said, HTTP is a bad choice and try avoiding it unless impossible. You may use a
thread and make it sleep before firing the next event, although it might be tricky to use with a chat server. Well, the server socket can wait till it recieves a prompt. You can make the applet to behave as a server and a client simultaneously.
Here's what i suggest -
Let the applet load and send the user's ip address to the server. This is on port 4001 (say). Now, the server, using another thread, behaves as a client and opens connection with the applet which now behaves as a client on port 4002(say, not 4001). So now u've got a two way connection. Both the applet and server have got a ServerSocket running to wait for the other to prompt it.
Got it. Simple, huh?