First check that browser can download the jar. Type the direct URL to jar file into your browser:
http://www.yourserver.com/yourapplet.jar
If you can download the jar and it is identical to your jar, check the jar itself. Type in command line:
jar vft yourapplet.jar
and see output. You should be able to find your class
also check: http://wiki.answers.com/Q/How_resolve_class_not_found_Exception_in_java