Whether you're writing a local application as a set of HTML files that
will be installed on the end user's box or creating a Web site with
special functionality, users will need to install the JNEXT on their
system before installing your HTML application or browsing your Web
site. Among the planned features in the next version is an easier way
for the end user to decide whether to authorize a site's to access JNEXT
components.
By the way, I assume that in your case the line:
g_JNEXTDispatcher.require( "Sockets" )
fails because the JNEXT Sockets.dll plugin is not available (probably
because JNEXT is not installed on the system).
-Amnon