Sounds like a load of cr@p to me. Its an applet isn't it? Those execute on the client's JVM (through a browser plugin) so the .policy file of the local JVM needs to be altered. Which I also find odd; is the applet signed? If not you might want to try signing it.
Always go to the source when you can, not some random tutorials on the net. The only thing the random tutorials should have told you is that the jarsigner tool is involved, which prompts you to go figure out how it works. Finding proper information is not hard, it just takes a bit of reasoning.
yes :-) managed to get it working... now I don't have any sound.. haha If I run it on my machine it work but through the website it don't. Only when I record and playback it plays.. Check it out: http://www.atxcomputers.co.za/PianoApplet/PianoGuru.aspx