Java SE (Java Platform, Standard Edition)

I get the following exception when attempting to run this example:
java.lang.ClassNotFoundException: java.rmi.Naming
at com/ms/vm/loader/URLClassLoader.loadClass
at java/lang/ClassLoader.loadClassInternal
at com/gil/web/applet/HelloApplet.init
at com/ms/applet/AppletPanel.securedCall0
at com/ms/applet/AppletPanel.securedCall
at com/ms/applet/AppletPanel.processSentEvent
at com/ms/applet/AppletPanel.processSentEvent
at com/ms/applet/AppletPanel.run
at java/lang/Thread.run

In the applet code this is where the problem is:
try {
obj = (Hello)Naming.lookup("//" +
getCodeBase().getHost() + "/HelloServer");
message = obj.sayHello();
} catch (Exception e) {
System.out.println("HelloApplet exception: " +
e.getMessage());
e.printStackTrace();
}

Anyone have similiar problems or know how to resolve this ?
Thanks,
Gil