This is an example of a signed applet allowing to save files to your hard disk (impossible with unsigned applets) and printing (possible with unsigned applets after confirming a dialog).
This uses an applet signed with a test certificate. The browser will ask you if you trusting me. This may be useful in an intranet, but there you may instruct your users to allow your applets more rights via the user or system policy file (see e. g. Default Policy Implementation and Policy File Syntax on Sun's webpage).
For the internet you should sign the jar file with a certificate from a more reliable certificate authority (see e. g. here for an overview). But be prepared to pay for it.