The AppletLoader should create a random UUID
per domain and store this value locally.
This can then be passed via a system property (eg "lwjgl.appletloader.uuid") to the user applet.
An unsigned applet (using the pre-signed LWJGL version from the applet loader zip) can use this UUID to store per user data on the server (like save games).
Optionally the UUID could be different per applet if this is required for privacy reasons or if it simplifies the implementation.