Most significant Applets will consist of more than one Class file. The problem with loading multiple class file through a web browser is that the HTTP protocol means the browser has to "negotiate" the process of starting and closing a connection for every individual file. This can add a significant overhead if there are multiple files. Thus it can take a disproportional time to load an applet, by contrast with how long it would take to load a single class file amounting to the same file size. There is a solution to this problem in that Java class files can be wrapped up in a single Jar file that contains the multiple class files required for the entire applet. The following is a quote from the documentation for the jar utility.
When the components of an applet or application (.class files, images and sounds) are combined into a single archive, they can be downloaded by a Java agent (like a browser) in a single HTTP transaction, rather than require a new connection for each piece. This dramatically improves download time. The jar tool also compresses files, which further improves download time.
The command line syntax of the jar program can seem somewhat arcane, however if you have a background in Unix/Linux the syntax is similar to that of the tar archiving program. If you are a mere mortal you might like to become familiar with the two following command lines.
Packing a Jar
jar -cvf MyJar.jar MyClass.class
Unpacking a Jar
jar -xvf jarfile.jar
If it helps as a memory jerker you can consider the command lines to mean
-create -verbose -file
-xtract -verbose -file
of course if you are a mere mortal it may seem entirely spurious to have to specify that you want to create to a file or extract from a file, but this syntax was "inspired" by UNIX where there is no such thing as too much detail