I am searching for HOURS upon HOURS to find the way to give my client the permission to connect to my socket server.
There's just nothing to find on the internet. The only thing I could find was the format that the policy file needs to be.
Not where to save it, how to load/use it or.
Even when I am running the applet inside the Eclipse sandbox it is giving me these errors.
I have looked at this topic for several minutes and I still don't understand what problem you have having! Assuming that your 'client' is an Applet and it needs to talk to a server other than the one it was loaded from the all you have to do is sign the jar containing the Applet class files. Presumably you know this since you posted in the "Signed Applets" forum. You do not need to change the policy files.
Can you explain in much more detail what you are trying to do and how you are trying to do it?