Java SE (Java Platform, Standard Edition)

Could you help me please? I'm running win98 SE2 with Freeproxy on my PC, having no problem with Java (under IE 5.5., neither under Mozzilla or Mozilla firebird). On the second machine (through LAN) I have the same configuration, I can access the net, but when loading a Java applet (a scrabble) it stops with a red x icon:

java.security.AccessControlException: access denied (java.net.SocketPermission jojatek.hu resolve)
at java.security.AccessControlContext.checkPermission(Unknown Source)
at java.security.AccessController.checkPermission(Unknown Source)
at java.lang.SecurityManager.checkPermission(Unknown Source)
at java.lang.SecurityManager.checkConnect(Unknown Source)
at java.net.InetAddress.getAllByName0(Unknown Source)
at java.net.InetAddress.getAllByName0(Unknown Source)
at java.net.InetAddress.getAllByName(Unknown Source)
at java.net.InetAddress.getByName(Unknown Source)
at java.net.InetSocketAddress.<init>(Unknown Source)
at java.net.Socket.<init>(Unknown Source)
at jjroom.initsocket(jjroom.java:2143)
at jjroom.init(jjroom.java:2387)
at sun.applet.AppletPanel.run(Unknown Source)
at java.lang.Thread.run(Unknown Source)

Thanks