Homemade applets wont run in explorer :(

Hi :)
I've just started out with Java, and I follow the great tutorial on Sun's Java-page.
I've followed two applet examples. First the "Hello world" and then "ClickMe" where you click in a box and move a red dot around when you click.
I copy the original files from the tutorial and compile them, so not much I can possibly do wrong there.
When I'm running Appletviewer it all works fine, both hello world and click me, but when I try to create a html-file to run the applets I only get the active applet-area grey and nothing happens.
Hello world gives a gray text-row that is just grey and nothing more, and the ClickMe gives me a large grey rectangle and nothing happens.
Here is the link to the ClickMe example:
http://java.sun.com/docs/books/tutorial/java/concepts/practical.html
I do as it says, make a html like this:
<applet code="ClickMe.class"
width="300" height="150">
</applet>
Can someone explain why I cant create html-files (just as the tutorial says) and run the applets?
The ClickMe runs great on their homepage, so its not like my explorer cant handle applets I guess.....what could possibly be wrong?
Please please, this is no fun, I've just started out and this happens....and no answers anywhere :(
Thanks for any help :)

Thanks for the feedback :)
Have no idea what that means, but I tried it and here
comes the result :(
c:\Java-program>javac -target1.1 ClickMe.java
javac: invalid flag: -target1.1Sorry, there should be a space "-target 1.1"
It means you are attempting to compile the applet with the older 1.1XX JVM, so it should be compatable with the older Microsoft IntEx JRE

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