Newbie : applet java

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I need to modify an application echanging HTTP messages with a server,
because i had to go throw a firewall to connect to Internet via the
lan. With Internet Explorer, when i type the ULR of the gatheway,  a
applet Java is executed and I have a window to identify me. Then, I
would like to include this applet in my code. But i don't know how to
do ?
Have you some indications, books, or sites for me.
Thanks a lot.

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