The source code for the applet is in JdbcApplet.java. Please check carefully the driver class name and the connect string in the code.
The Applet tag in this file contains a CODEBASE entry that must be set to point to a directory containing the Java classes from the Thin JDBC distribution *and* the compiled JdbcApplet.class.
As distributed it will *not* work because the classes111.zip are not in this directory.