Security manager - applet - write/read files

Hi.
I've been trying to built a SecurityManager to allow my java applet to construct a file (*.txt or *.doc) on the server (webhosting provider) it came from. Unfortunately when I use the setSecurityManager method to set my Security Manager as the default Security Manager for that specific applet, the applet throws a SecurityException. It wouldn't allow me to change the Security Manager.
I want to change the default Security Manager so that my applet can have permission to read and write to the specified file (*.txt or *.doc). I don't want to save any kind of files on the host computer even if I can do that, I only require to save my file (*.txt or *.doc) to the computer from were the applet's classes came from.
Thank you!

If there is a security manager already installed, this method first calls the security manager's checkPermission method with a RuntimePermission("setSecurityManager") permission to ensure it's ok to replace the existing security manager. This may result in throwing a SecurityException. Thus I think that you need to grant the setSecurityManager permission to your current SecurityManager to be able to replace it.

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