Applet created by Cu does not work fine with SSL through reverse proxy.
This issue happens with Java 6, 1.5 and 1.4.2. The error message is a little bit
different and it depends on JRE versions.

Such as, 

[1.4.2_15]
java.lang.ClassFormatError: applets/J22Ta00 (Bad magic number)
        at java.lang.ClassLoader.defineClass0(Native Method)
        at java.lang.ClassLoader.defineClass(Unknown Source)
        at java.security.SecureClassLoader.defineClass(Unknown Source)
        at sun.applet.AppletClassLoader.findClass(Unknown Source)
        at java.lang.ClassLoader.loadClass(Unknown Source)
        at sun.applet.AppletClassLoader.loadClass(Unknown Source)
        at java.lang.ClassLoader.loadClass(Unknown Source)
        at sun.applet.AppletClassLoader.loadCode(Unknown Source)
        at sun.applet.AppletPanel.createApplet(Unknown Source)
        at sun.plugin.AppletViewer.createApplet(Unknown Source)
        at sun.applet.AppletPanel.runLoader(Unknown Source)
        at sun.applet.AppletPanel.run(Unknown Source)
        at java.lang.Thread.run(Unknown Source)

[1.5.0_12]
java.io.IOException: Unable to tunnel through proxy. Proxy returns "HTTP/1.1 400 Bad Request"
        at sun.net.www.protocol.http.HttpURLConnection.doTunneling(Unknown Source)
        at sun.net.www.protocol.https.AbstractDelegateHttpsURLConnection.connect(Unknown Source)
        at sun.net.www.protocol.http.HttpURLConnection.getInputStream(Unknown Source)
        at sun.net.www.protocol.https.HttpsURLConnectionImpl.getInputStream(Unknown Source)
        at sun.plugin.net.protocol.http.HttpUtils.followRedirects(Unknown Source)
        at sun.plugin.cache.CachedJarLoader.isUpToDate(Unknown Source)
        at sun.plugin.cache.CachedJarLoader.loadFromCache(Unknown Source)
        at sun.plugin.cache.CachedJarLoader.load(Unknown Source)
        at sun.plugin.cache.JarCache.get(Unknown Source)
        at sun.plugin.net.protocol.jar.CachedJarURLConnection.connect(Unknown Source)
        at sun.plugin.net.protocol.jar.CachedJarURLConnection.getJarFile(Unknown Source)
        at sun.misc.URLClassPath$JarLoader.getJarFile(Unknown Source)
        at sun.misc.URLClassPath$JarLoader.<init>(Unknown Source)
        at sun.misc.URLClassPath$3.run(Unknown Source)
        at java.security.AccessController.doPrivileged(Native Method)
        at sun.misc.URLClassPath.getLoader(Unknown Source)
        at sun.misc.URLClassPath.getLoader(Unknown Source)
        at sun.misc.URLClassPath.getResource(Unknown Source)
        at java.net.URLClassLoader$1.run(Unknown Source)
        at java.security.AccessController.doPrivileged(Native Method)
        at java.net.URLClassLoader.findClass(Unknown Source)
        at sun.applet.AppletClassLoader.findClass(Unknown Source)
        at java.lang.ClassLoader.loadClass(Unknown Source)
        at sun.applet.AppletClassLoader.loadClass(Unknown Source)
        at java.lang.ClassLoader.loadClass(Unknown Source)
        at sun.applet.AppletClassLoader.loadCode(Unknown Source)
        at sun.applet.AppletPanel.createApplet(Unknown Source)
        at sun.plugin.AppletViewer.createApplet(Unknown Source)
        at sun.applet.AppletPanel.runLoader(Unknown Source)
        at sun.applet.AppletPanel.run(Unknown Source)
        at java.lang.Thread.run(Unknown Source)