Java applet and mysql connection problem

Hi to all.

I'm trying to connect my java applet with mysql on my local machine.
This is the code I'm using:

public class MySQLKonekcija
{

Connection conn = null;
Statement stmt = null;
ResultSet rs = null;

public MySQLKonekcija()
{
try
{
String driver = "com.mysql.jdbc.Driver";
Class.forName(driver).newInstance();
}
catch( Exception e )
{
System.err.println( e );
}
}

public void ZakaciSe(String url, String korisnicko_ime, String lozinka)
{
try
{
/* Connection to database with default user and password*/
conn = DriverManager.getConnection(url, korisnicko_ime, lozinka);
stmt = conn.createStatement();
}
catch( Exception e )
{
System.err.println( e );
}
}
....
}

.
.
.
MySQLKonekcija connection = new MySQLKonekcija();
connection.ZakaciSe("jdbc:mysql://localhost/sah", "root", "");


When I start applet with appletviewer everything is OK,
bur when I start applet with browser (IE6) I get this error message:
"java.sql.SQLException: Cannot connect to MySQL server on localhost:3306.
Is there a MySQL server running on th machine/port you are trying to connect to?
(com.ms.security.SecurityExceptionEx)"

Does anybody know how to solve this problem and what I'm doing wrong.

Greetings!