On the MAC OS X, Always get "Open HTTP connection failed" when to open a webpage with a applet inside use ISA proxy with NTLM

I have 4 computers: 3 PC and a Macintosh.
On the first computer, I put a webpage with a simple applet inside and both is in a IIS server.
On the second computer, I install ISA server with NTML mode (only check "Intergrated" on Add/Edit Listener dialog).
On the third computer (a Macintosh computer), I use Safari to access the webpage on the first computer.
On the fourth computer, I use IE to access the webpage on the first computer.

The first and the second computer are installed window 2000 Server.
The third computer is installed MAC OS X 10.4 with jdk 1.5 and Safari 2.0.3
The fourth computer is installed window 2000 pro.

When I use the third computer to access the webpage on the first computer I always get a error messege in Java consonle: class not found ...... open HTTP connection failed. But the webpage is showed without applet.
(this happens with Safari, Firefox and Camino)

But I can use the third access the webpage when I configure ISA server with Basic mode. In additions, I can use the fourth to access the webpage that it does not depend on the mode of ISA.
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When I see ISA log file, I see that:
1. With other file types, for example: html, js, gif, jpg, cfm..., at the first the brower tries to use anonymous account to get these files and ISA return a 407 error then the brower uses my accout to get these files and success.
2. But with class file, or jar file (inside applet tag), the brower only uses anonymouse account to get these file and always get 407 error.
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++172.16.2.38      anonymous      Mozilla/5.0 (Macintosh; U; PPC Mac OS X; en) AppleWebKit/418 (KHTML, like Gecko) Safari/417.9.2      2006-04-19      12:02:22      thesecond      -      thefirst      -      80      -      369      4187      http      GET      http://thefirst/testApplet.html      -      407
++172.16.2.38      anonymous      Mozilla/5.0 (Macintosh; U; PPC Mac OS X; en) AppleWebKit/418 (KHTML, like Gecko) Safari/417.9.2      2006-04-19      12:02:35      thesecond      -      thefirst      -      80      -      441      437      http      GET      http://thefirst/testApplet.html      -      407
++172.16.2.38      AKNET\bl      Mozilla/5.0 (Macintosh; U; PPC Mac OS X; en) AppleWebKit/418 (KHTML, like Gecko) Safari/417.9.2      2006-04-19      12:02:35      thesecond      -      thefirst      172.16.2.106      80      -      805      540      http      GET      http://thefirst/testApplet.html      Inet      200
++172.16.2.38      AKNET\bl      Mozilla/5.0 (Macintosh; U; PPC Mac OS X; en) AppleWebKit/418 (KHTML, like Gecko) Safari/417.9.2      2006-04-19      12:02:35      thesecond      -      thefirst      172.16.2.106      80      15      353      4206      http      GET      http://thefirst/favicon.ico      Inet      404
++172.16.2.38      anonymous      Mozilla/4.0 (Mac OS X 10.4.6) Java/1.5.0_06      2006-04-19      12:02:38      thesecond      -      thefirst      -      80      -      279      4178      http      GET      http://thefirst/at.jar      -      407
++172.16.2.38      anonymous      Mozilla/4.0 (Mac OS X 10.4.6) Java/1.5.0_06      2006-04-19      12:02:38      thesecond      -      thefirst      -      80      -      -      4467      http      GET      http://thefirst/clock.class      -      407
++172.16.2.38      anonymous      Mozilla/4.0 (Mac OS X 10.4.6) Java/1.5.0_06      2006-04-19      12:02:38      thesecond      -      thefirst      -      80      -      -      4479      http      GET      http://thefirst/clock/class.class      -      407
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Thanks for any help.