???JDBC, Appletviewer and Web Browser

I wrote a Web-based Java program to access my MSQL database. The GUI was written in Java Applet. The program works fine under Appletviewer, but it does not work with either Netscape Communicator or Internet Explorer 4. The problem is that the application program cannot get connected to the MSQL database.  

Does anybody has any idea why the same program works with Appletviewer, but not with a Web Browser?

Thanks.

                                   Huaping Luo