java.lang.NoClassDefFoundError?????

I am trying to use a  Java Midi API from outside of Sun's API.  The API is called MidiShare and I am having a great deal of trouble getting it to work. Whenever I try to load a MidiShare applet I revieve this information......

AppAccelerator(tm) 1.0.2a for Java, x86 version.
>Copyright (c) 1996 Borland International. All Rights Reserved.
># Failed to pull over zip file
>http://www.grame.fr:80/Java_classes/MidiDisplay.zip
># Security Exception: link:JMidi
># Applet exception: error: java.lang.NoClassDefFoundError
>java.lang.NoClassDefFoundError
>  at grame.appletsmidi.MidiApplet.<init>(MidiApplet.java)
>  at grame.appletsmidi.MidiDisplayApplet.<init>(Compiled Code)
>  at netscape.applet.EmbeddedAppletFrame.run(Compiled Code)
>  at java.lang.Thread.run(Compiled Code)
># Applet exception: error: java.lang.NoClassDefFoundError
>java.lang.NoClassDefFoundError
>  at grame.appletsmidi.MidiApplet.<init>(MidiApplet.java)
>  at grame.appletsmidi.MiniKeyboardApplet.<init>(Compiled Code)
>  at netscape.applet.EmbeddedAppletFrame.run(Compiled Code)
>  at java.lang.Thread.run(Compiled Code)

The MidiShare API consists of three main parts.  A Player32.dll which is supposed to go into the windows system directory, two more dll's (JMidi.jll, Jplayer.jll) that go into the Netscape/program/java/bin folder, and a class folder called grame which goes directly into the Netscape/program/java/class directory.(I have done all this)
 
I am using the JDK1.1 and Nescape Nav gold 3.1 on a pentium system.  Can you please tell me what this message means and what I need to do to fix this problem.

Any help will be very much appreciated.