How can I use JNI in an applet?

Applets need to be trusted in order to execute the necessary System.loadLibrary() method. The PolicyManager will check for the RuntimePermission to loadLibrary.<library name>. This is separate from the delivery of the appropriate shared library for the user's specific platform.

Also see the notes at http://mindprod.com/jni.html, that imply "Just Say No!".