Roedy Green has some very useful articles about applets at his site; you
should definitely look at them, particularly this article to start:
http://mindprod.com/jgloss/applet.html. Pay special attention to the section
on Unsigned Applet Restrictions. Now, this may tempt you to write a signed
applet but don't make that decision until you investigate all the
rigamarole - and possible expense - involved in creating a signed applet at
http://mindprod.com/jgloss/signedApplets.html.

You may want to rethink your project and make it a servlet or JSP, rather
than an applet. In any case, you should be well aware of the implications if
you decide to go with an applet before you invest any significant time in an
applet solution.

Rhino

   If you convert your Applet to an Application, and then deploy it with
Java Web Start, then it's "almost as easy", for the client's point of view,
to run as an Applet, and you yet you can take advantage of "Services"
provided by the JNLP:

http://java.sun.com/developer/technicalArticles/Programming/jnlp/

Note the "DownloadService" which can be used to cache local resources, and
the "FileSaveService". All of this while avoiding the hassles involved in
signing an Applet.

   - Oliver

Having the applet communicate with the server is no problem. If nothing
else, you can use http tunneling and write to a file or a database on
the server.

There are two basic approaches.

1. you save to a local file. This requires a signed applet.  The
Applet then sees the scores only of people that played on that
machine.

2. you save the data to a server. This requires writing some server
side code, e.g. a Servlet.