Which part of the java applet and related files couldn't you capture ?Parsing
java is not easy, a solution can be to decompile the applet and add the
related applets or files in the urls to mirror.
Another solution if you use Internet Explorer is to examine the cache and add
the urls of the missing files in the urls to mirror (or copy them by hand).
There are a few examples there :
<http://danzcontrib2.free.fr/en/exemple10.php>
<http://danzcontrib2.free.fr/en/exemple1.php>