Problems with JVM (anyone could help me?)

Hi!!
I've installed the Java Virtual Machine on my Desktop yesterday, as a first step to install the other components necessary to begin learning Java. But it still don't load Java Applets on my Internet explorer.
I already configured on the Internet Explorer (Tools > Internet Options) all the options I tought that could be, but it doesn't work anyway.
I'm posting below the text that appears on the Java Console:
======================================================================
java.io.IOException: Unable to tunnel through proxy. Proxy returns "HTTP/1.1 407 Proxy Authentication Required ( The ISA Server requires authorization to fulfill the request. Access to the Web Proxy service is denied. )"
     at sun.net.www.protocol.http.HttpURLConnection.doTunneling(Unknown Source)
     at sun.net.www.protocol.https.AbstractDelegateHttpsURLConnection.setProxiedClient(Unknown Source)
     at sun.net.www.protocol.https.PluginDelegateHttpsURLConnection.superConnect(Unknown Source)
     at sun.net.www.protocol.https.PluginDelegateHttpsURLConnection.access$000(Unknown Source)
     at sun.net.www.protocol.https.PluginDelegateHttpsURLConnection$1.run(Unknown Source)
     at java.security.AccessController.doPrivileged(Native Method)
     at sun.net.www.protocol.https.PluginDelegateHttpsURLConnection.connect(Unknown Source)
     at sun.net.www.protocol.https.PluginDelegateHttpsURLConnection.getInputStream(Unknown Source)
     at sun.net.www.protocol.https.HttpsURLConnectionImpl.getInputStream(Unknown Source)
     at sun.plugin.net.protocol.http.HttpUtils.followRedirects(Unknown Source)
     at sun.plugin.cache.CachedJarLoader.download(Unknown Source)
     at sun.plugin.cache.CachedJarLoader.load(Unknown Source)
     at sun.plugin.cache.JarCache.get(Unknown Source)
     at sun.plugin.net.protocol.jar.CachedJarURLConnection.connect(Unknown Source)
     at sun.plugin.net.protocol.jar.CachedJarURLConnection.getJarFile(Unknown Source)
     at sun.misc.URLClassPath$JarLoader.getJarFile(Unknown Source)
     at sun.misc.URLClassPath$JarLoader.<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 java.net.URLClassLoader$1.run(Unknown Source)
     at java.security.AccessController.doPrivileged(Native Method)
     at java.net.URLClassLoader.findClass(Unknown Source)
     at sun.applet.AppletClassLoader.findClass(Unknown Source)
     at sun.plugin.security.PluginClassLoader.findClass(Unknown Source)
     at java.lang.ClassLoader.loadClass(Unknown Source)
     at sun.applet.AppletClassLoader.loadClass(Unknown Source)
     at java.lang.ClassLoader.loadClass(Unknown Source)
     at sun.applet.AppletClassLoader.loadCode(Unknown Source)
     at sun.applet.AppletPanel.createApplet(Unknown Source)
     at sun.plugin.AppletViewer.createApplet(Unknown Source)
     at sun.applet.AppletPanel.runLoader(Unknown Source)
     at sun.applet.AppletPanel.run(Unknown Source)
     at java.lang.Thread.run(Unknown Source)
load: class br/com/bb/aapf/bbteclado/CampoTeclado.class not found.
java.lang.ClassNotFoundException: br.com.bb.aapf.bbteclado.CampoTeclado.class
     at sun.applet.AppletClassLoader.findClass(Unknown Source)
     at sun.plugin.security.PluginClassLoader.findClass(Unknown Source)
     at java.lang.ClassLoader.loadClass(Unknown Source)
     at sun.applet.AppletClassLoader.loadClass(Unknown Source)
     at java.lang.ClassLoader.loadClass(Unknown Source)
     at sun.applet.AppletClassLoader.loadCode(Unknown Source)
     at sun.applet.AppletPanel.createApplet(Unknown Source)
     at sun.plugin.AppletViewer.createApplet(Unknown Source)
     at sun.applet.AppletPanel.runLoader(Unknown Source)
     at sun.applet.AppletPanel.run(Unknown Source)
     at java.lang.Thread.run(Unknown Source)
Caused by: java.io.IOException: open HTTP connection failed.
     at sun.applet.AppletClassLoader.getBytes(Unknown Source)
     at sun.applet.AppletClassLoader.access$100(Unknown Source)
     at sun.applet.AppletClassLoader$1.run(Unknown Source)
     at java.security.AccessController.doPrivileged(Native Method)
     ... 11 more
======================================================================
Does anybody know what may be happening??
Tks for you assistance!!
Rodrigo

Hello Rod,
I can possibly tell you What is happening but cannot tell you Why it is happening.
What is happening is this. The applet container is trying to download the applet class file and the server is refusing to give it due to authentication/authorization failure.
Now you figure it out why it is happening.
Ironluca

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