An HTTP request, whether it's a JSP or HTML page, is made the same way from your client code. Take a look at:
http://java.sun.com/j2se/1.5.0/docs/api/java/net/HttpURLConnection.html There is also a library from Apache for making HTTP calls but I don't know how easy it is to use in an applet.
See:
http://jakarta.apache.org/common/httpclient I'm going to move this to our Applets forum for you.