Newbie : applet java

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.
C F