Netscape allows for multiple applet class files to be collected together into a single zipped archive file. Useful performance gains are possible if an applet depends on several classes for its implementation, because they can all be loaded at once.
For this to work, you must also specify the CODE HTML tag attribute so that the browser can determine which one of the classes is the main one.
There is some variance here from the HTML 4.0 definition of this value, which suggests that a list of space separated URL values can be specified. That is intended for use with the <OBJECT> tag, which, according to the W3C organization, is the successor to the <APPLET> tag which is likely to be come deprecated in due course. However, since the <APPLET> tag is used so widely, this is likely to take some considerable time to take effect.