Java SE (Java Platform, Standard Edition)

Hi there, may I ask you for a little help?
I have J2SE Runtime Environment 5.0 Update 2 installed. (I downloaded a file named "9992.exe".)
I tried to play some games on the internet, but a red cross picture appears in the upper left corner and it says:

Java Plug-in 1.5.0_02
Using JRE version 1.5.0_02 Java HotSpot(TM) Client VM
User home directory = C:\Documents and Settings\Alesh

----------------------------------------------------
c: clear console window
f: finalize objects on finalization queue
g: garbage collect
h: display this help message
l: dump classloader list
m: print memory usage
o: trigger logging
p: reload proxy configuration
q: hide console
r: reload policy configuration
s: dump system and deployment properties
t: dump thread list
v: dump thread stack
x: clear classloader cache
0-5: set trace level to <n>
----------------------------------------------------

load: class game3d.class not found.
java.lang.ClassNotFoundException: game3d.class
at sun.applet.AppletClassLoader.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)
... 10 more
load: class game3d.class not found.
java.lang.ClassNotFoundException: game3d.class
at sun.applet.AppletClassLoader.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)
... 10 more
load: class game3d.class not found.
java.lang.ClassNotFoundException: game3d.class
at sun.applet.AppletClassLoader.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)
... 10 more
load: class game3d.class not found.
java.lang.ClassNotFoundException: game3d.class
at sun.applet.AppletClassLoader.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)
... 10 more
load: class game3d.class not found.
java.lang.ClassNotFoundException: game3d.class
at sun.applet.AppletClassLoader.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)
... 10 more

Will you help me, please?
Thanks a lot.
Alesh