Java APIs

Hi i tried connecting to a digi chat site for 3 days now and all it has been giving me is errors (for example the one below):

java.lang.ClassNotFoundException: com.diginet.digichat.client.DigiChatApplet

Java will not load up the applet.

But i noticed one thing, when i used an Anonymizer Proxy software which enables you to surf the web hiding your real ip or given a fake one....(link below):

http://www.anonymizer.com/consumer/products/anonymous_surfing/

When i used this software it loaded the digi chat applet up fine but, then had connection issues connecting to digi chat room which in return an error applet window popped up saying :

DigiChat could not connect to the specified host.
Please verify that the DigiChat Server is running and
that you are using the correct host name.

java.net.ConnectException: Connection timed out:
connect

Note: I have 3 computers in my house hold and all of them access the same isp and all three have the same problem while connecting to this certain host.

If anyone has any ideas or regards to this malfunction or error please contact me.

Thank you so much!!!