I want studying java web start... but if applet too work, it is better. But
I need an equivalent of System.setProperty that work with Java Sun and with
Java Microsoft too...

There isn't a solution?

There must be some mistake.  System properties are initialised by a
native method which makes it hard to fake. How could Java function
without system properties?
Surely even the MS JVM has them. See
http://mindprod.com/jgloss/properties.html
for sample code.

I rewrite the following class:

// source of msft/Proprieta.java
//**********************

package msft;

import java.util.Hashtable;
import java.util.Properties;

public class Proprieta extends Properties
{
 public synchronized Object setProperty(String s, String s1)
  {return put(s, s1);}

//constructors
 public Proprieta()
  {super(null);}
 public Proprieta(Properties properties)
  {super(properties);}
}

//**********************

This work, if I use, in the init of main class:

//**********************
try
{
 msft.Proprieta p=new msft.Proprieta(System.getProperties());
 p.setProperty("javax.net.ssl.trustStore",
"D:\\Siti\\equazioni\\java\\jar\\pwd.jks");
 p.setProperty("javax.net.ssl.keyStore",
"D:\\Siti\\equazioni\\java\\jar\\pwd.jks");
 p.setProperty("javax.net.ssl.keyStorePassword", "123456");
 p.setProperty("javax.net.ssl.trustStorePassword", "123456");
 System.setProperties((java.util.Properties)p);
}
catch (Exception e)
{System.out.println("errore: "+e);}
//**********************

N.B. I haven't tested it with signed applet, because I still need understand
Microsoft procedure, but if i use "msft.Proprieta p=new msft.Proprieta();"
for avoid  com.ms.security.SecurityExceptionEx in System.getProprieties(),
p.setProperty work as espected.