i am not able to avoid the applet warning message.Though we created the sign-jar.
Correct. One cannot and should no be able to turn off the applet warning message. Applets are applications running on your computer and could be malicious. Signing the jar does not guarantee they are not malicious since anyone can obtain a certificate signed by one of the major CAs. All a CA certifies is that the owner of the certificate is who they say they are and not that they are trustworthy. If he had been alive today, Al Capone could have obtained a legitimate signed certificate under his own name but would you trust an application created by Al Capone?