Since AJAX has become very popular- with its ability to connect to server side resources from the client browser-- will or has the Javaapplet follow suit? Maybe it has already, however I cannot find anything that suggests you can now access server side resources like a MySQL database.
Applets have always been able to do this. Any kind of TCP/IP network connection is possible: JDBC, HTTP, raw sockets etc. The only restriction is that it had to be to the same host where the applet was served from. But that's the case for AJAX as well.
You know-- I have never tried the MySQL connection from an applet and assumed it could not be done. What about RSS/XML feeds from servers other than the one the applet was served from?