My first RMI program my permission problem

I'm writing my very first RMI program and the problem occurs when I run the server.  I get an error saying:
java.net.SocketPermission 127.0.0.1:1099 connect, resolve

How do I fix this?  I read that one possible problem could be the way my computer at home is set up.  I've read some stuff about setting the classpath variable on Windows machines but i'm pretty sure that's not the problem because i've run non-RMI projects on this machine without problems.
I'm running Win2k with Java 2 1.4.x

Here's my code:

import java.rmi.*;
import java.rmi.server.*;

public class SimpleServer extends UnicastRemoteObject implements ServerInterface
{     int matrix1[] = {1, 2, 3, 4, 5};
     int matrix2[] = {6, 7, 8, 9, 10};
     private String ServerName;
     
     SimpleServer(String name) throws RemoteException
     {     super();    
          this.ServerName = name;
     }
     
     public int add() throws RemoteException
     {     System.out.println("Call to add works");
          return 0;
     }

     public int multiply() throws RemoteException
     {     System.out.println("Call to mult works");
          return 0;
     }
     
     public static void main(String args[])
     {     RMISecurityManager SecMgr = new RMISecurityManager();
          System.setSecurityManager(SecMgr);
          try
          {
               SimpleServer myServer = new SimpleServer("FirstRMIServer");
               Naming.rebind("rmi://localhost/FirstRMIServer", myServer);
               System.out.println("RMI Server is registered");
          }
          catch(Exception e)
          {     System.out.println("ERROR: " + e.getMessage());          }    
     }
}