How to setup security manager for applet at runtime?

hello everyone,
I am wonder if there is a way to setup security manager at runtime. This is what I am trying to do:
1. Create a Applet GUI and allow users to specify in an input dialog box of the URL they like make connection to.
I know there is two way of do this
1. Is modify java.policy file and specify the URL SocketPermission to connect to.
2. setup signed certificate applet.
But, I would to try to see if there is a way to have applet make connection at runtime when users specify the URL.
Anyone have any ideas.
Thanks.

Thanks, Peter
Going over some articles you and references that you pointed out was very useful on how the java security model work and a little bit history too.
So, I am assuming that I can make my own securitymanager class that defines the permission of the applet that I am working, using Permission, SecurityManager, ....etc class right? I just want to be clear on what I am going to be doing.
If you have any other thoughts, Thanks,

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