I am trying to get an applet working that makes a URL Connection. I have run into quite a few problems. Here is some ways of solving them.
A nice guide from Sun: http://java.sun.com/docs/books/tutorial/security/toolsign/index.html
Signing Applet Jar
http://yellowcat1.free.fr/keytool_iui.html
A very nice GUI tool; saved me a lot of time.