The file Java/Javalog.txt in the Windows directory (i.e. C:windowsJava.Javalog.txt for windows and C:winntJavaJavalog.txt for NT) contains information for the last applet that was loaded by Internet Explorer. This file contains all the System.out messages along with the exception information.
However, Java logging is not enabled by default. To enable Java logging, go to view/options/advanced, select “Enable Java logging” and restart Internet Explorer.
Another way to see debugging messages is to do System.out.println() from the applet. These messages will appear in the Java console. To open the Java console, select view->Java console in IE and Communicator->Tools->Java console in Netscape.