SocketPermission access denied on selfsigned applet

[Xoppa]

Hi,

I've used JBuilder 2008 R2 and JDK1.6.0_21 to create a simple applet
which downloads a html file over http at a foreign domain. I've one
reference to plugin.jar for javascript support. When editing the
policy file everything works well, but I don't want my users to edit
their policy file. So I self-signed the jar using keytool and
jarsigner. When I run the applet using object embedding on a html
file, I get the security warning, after which I click run and should
have full permission. But I still get the error:
java.security.AccessControlException: access denied
(java.net.SocketPermission domainname:80 connect,resolve)

I know of a third party website which does praticly the same, so it
should be possible. Any suggestions on what's going wrong would be
very much appreciated. More details available if neccessary.

Thank you in advance.