Java Applets cannot work in IE when PAC file is in shared folder

I have a PAC file (proxy auto config) residing in a shared folder, i.e. \\fileserver\share\proxy.pac. My IE and firefox is configured to point to the PAC file. Java applet is working fine in Firefox but fails to run in IE.
From the Java console, the applet seems to be trying to access the internet via DIRECT connection. The applet works properly when I configured IE to point to a PAC file in a web server, ie http://webserver/proxy.pac or in the local drive, ie file://c:\proxy.pac. My objective is to configure IE to point to a PAC file in a shared folder and make it work. Can anyone help?
Below are the logs from both IE and Firefox Java Console (thrimed):
1) IE:
Java Plug-in 1.6.0_13
Using JRE version 1.6.0_13 Java HotSpot(TM) Client VM
User home directory = C:\Documents and Settings\xxx
network: No certificate info for unsigned JAR file: https://internet-banking.dbs.com.sg/IB/Login2.jar
network: Cache entry found [url: https://internet-banking.dbs.com.sg/IB/Login2.jar, version: null]
network: Connecting https://internet-banking.dbs.com.sg/IB/Login2.jar with proxy=DIRECT
network: CleanupThread used 299461 us
network: Connecting http://internet-banking.dbs.com.sg:443/ with proxy=DIRECT
network: Connecting https://internet-banking.dbs.com.sg/IB/Login2.jar with proxy=DIRECT
network: Connecting http://internet-banking.dbs.com.sg:443/ with proxy=DIRECT
java.net.ConnectException: Connection timed out: connect
     at java.net.PlainSocketImpl.socketConnect(Native Method)
     at java.net.PlainSocketImpl.doConnect(Unknown Source)
     at java.net.PlainSocketImpl.connectToAddress(Unknown Source)
     at java.net.PlainSocketImpl.connect(Unknown Source)
     at java.net.SocksSocketImpl.connect(Unknown Source)
     at java.net.Socket.connect(Unknown Source)
     at com.sun.net.ssl.internal.ssl.SSLSocketImpl.connect(Unknown Source)
     at sun.net.NetworkClient.doConnect(Unknown Source)
     at sun.net.www.http.HttpClient.openServer(Unknown Source)
     at sun.net.www.http.HttpClient.openServer(Unknown Source)
     at sun.net.www.protocol.https.HttpsClient.<init>(Unknown Source)
     at sun.net.www.protocol.https.HttpsClient.New(Unknown Source)
     at sun.net.www.protocol.https.AbstractDelegateHttpsURLConnection.getNewHttpClient(Unknown Source)
     at sun.net.www.protocol.http.HttpURLConnection.plainConnect(Unknown Source)
     at sun.net.www.protocol.https.AbstractDelegateHttpsURLConnection.connect(Unknown Source)
     at sun.net.www.protocol.http.HttpURLConnection.getInputStream(Unknown Source)
     at sun.net.www.protocol.https.HttpsURLConnectionImpl.getInputStream(Unknown Source)
     at sun.plugin.PluginURLJarFileCallBack.downloadJAR(Unknown Source)
     at sun.plugin.PluginURLJarFileCallBack.access$000(Unknown Source)
     at sun.plugin.PluginURLJarFileCallBack$2.run(Unknown Source)
     at java.security.AccessController.doPrivileged(Native Method)
     at sun.plugin.PluginURLJarFileCallBack.retrieve(Unknown Source)
     at sun.net.www.protocol.jar.URLJarFile.retrieve(Unknown Source)
     at sun.net.www.protocol.jar.URLJarFile.getJarFile(Unknown Source)
     at sun.net.www.protocol.jar.JarFileFactory.get(Unknown Source)
     at sun.net.www.protocol.jar.JarURLConnection.connect(Unknown Source)
     at sun.plugin.net.protocol.jar.CachedJarURLConnection.connect(Unknown Source)
     at sun.plugin.net.protocol.jar.CachedJarURLConnection.getJarFileInternal(Unknown Source)
     at sun.plugin.net.protocol.jar.CachedJarURLConnection.getJarFile(Unknown Source)
     at sun.misc.URLClassPath$JarLoader.getJarFile(Unknown Source)
     at sun.misc.URLClassPath$JarLoader.access$600(Unknown Source)
     at sun.misc.URLClassPath$JarLoader$1.run(Unknown Source)
     at java.security.AccessController.doPrivileged(Native Method)
     at sun.misc.URLClassPath$JarLoader.ensureOpen(Unknown Source)
     at sun.misc.URLClassPath$JarLoader.<init>(Unknown Source)
     at sun.misc.URLClassPath$3.run(Unknown Source)
     at java.security.AccessController.doPrivileged(Native Method)
     at sun.misc.URLClassPath.getLoader(Unknown Source)
     at sun.misc.URLClassPath.getLoader(Unknown Source)
     at sun.misc.URLClassPath.getResource(Unknown Source)
     at sun.plugin2.applet.Plugin2ClassLoader$2.run(Unknown Source)
     at java.security.AccessController.doPrivileged(Native Method)
     at sun.plugin2.applet.Plugin2ClassLoader.findClassHelper(Unknown Source)
     at sun.plugin2.applet.Applet2ClassLoader.findClass(Unknown Source)
     at java.lang.ClassLoader.loadClass(Unknown Source)
     at java.lang.ClassLoader.loadClass(Unknown Source)
     at sun.plugin2.applet.Plugin2ClassLoader.loadCode(Unknown Source)
     at sun.plugin2.applet.Plugin2Manager.createApplet(Unknown Source)
     at sun.plugin2.applet.Plugin2Manager$AppletExecutionRunnable.run(Unknown Source)
     at java.lang.Thread.run(Unknown Source)
network: Connecting https://internet-banking.dbs.com.sg/IB/Login2.jar with proxy=DIRECT
network: Connecting http://internet-banking.dbs.com.sg:443/ with proxy=DIRECT
2) Firefox:
Java Plug-in 1.6.0_13
Using JRE version 1.6.0_13 Java HotSpot(TM) Client VM
User home directory = C:\Documents and Settings\xxx
network: No certificate info for unsigned JAR file: https://internet-banking.dbs.com.sg/IB/Login2.jar
network: Cache entry found [url: https://internet-banking.dbs.com.sg/IB/Login2.jar, version: null]
network: Connecting https://internet-banking.dbs.com.sg/IB/Login2.jar with proxy=HTTP @ mocwsg01.m1.com.sg/10.33.90.91:8080
network: CleanupThread used 306588 us
security: Loading Root CA certificates from C:\Program Files\Java\jre6\lib\security\cacerts
security: Loaded Root CA certificates from C:\Program Files\Java\jre6\lib\security\cacerts
security: Loading SSL Root CA certificates from C:\Program Files\Java\jre6\lib\security\cacerts
security: Loaded SSL Root CA certificates from C:\Program Files\Java\jre6\lib\security\cacerts
security: Loading Deployment SSL certificates from C:\Documents and Settings\xxx\Application Data\Sun\Java\Deployment\security\trusted.jssecerts
security: Loaded Deployment SSL certificates from C:\Documents and Settings\xxx\Application Data\Sun\Java\Deployment\security\trusted.jssecerts
security: Loading certificates from Deployment session certificate store
security: Loaded certificates from Deployment session certificate store
security: Checking if certificate is in Deployment denied certificate store
network: ResponseCode for https://internet-banking.dbs.com.sg/IB/Login2.jar : 200
network: Encoding for https://internet-banking.dbs.com.sg/IB/Login2.jar : null
network: Disconnect connection to https://internet-banking.dbs.com.sg/IB/Login2.jar
basic: Applet loaded.
basic: Applet resized and added to parent container
basic: PERF: AppletExecutionRunnable - applet.init() BEGIN ; jvmLaunch dt 1677884 us, pluginInit dt 1844261 us, TotalTime: 3522145 us
basic: Applet initialized
basic: Removed progress listener: sun.plugin.util.GrayBoxPainter$GrayBoxProgressListener@15ee671
basic: Applet made visible
basic: Starting applet
basic: Applet started
basic: Told clients applet is started

Did you ever resolve this issue ? We have recently moved from a http based pac file to using file://netlogon share/proxy.pac. Recievng similar errors as you describe with various applets. Seems to work ok when using the same pac file launched by http rather than file. Seems to be various BUG's marginally related to similar issues but nothing to confirm that its a real problem.
Be great if anyone has an answer to this.
Thanks

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