Follow-up post from Clueless Newbies:
Hi,
I’ve spent a little time putting together a .jnlp so I can offer my applet game as a standalone download. I’ve noticed something strange when the applet loads .wav sound effects.
When I load the sounds in, I quickly play() and stop() them so I know they’re prefetched. Removing these calls doesn’t affect the problem.
Now, when I load the applet embedded in a web page - either locally or from a web server - it’s fine. When I run it as a web start applet, locally it is fine, but when it’s run from a web server the sound loading part is very, very slow.
I’ve tried it from a personal web server on the same machine too, with the same results.
All the resources are in a .jar, and loading images is still as quick - so why not .wavs?
UPDATE: I’ve placed a test applet and .jnlp on the Blobbit web site.
The applet is at http://www.blobbit.com/webstart/index.html
The associated jnlp is at http://www.blobbit.com/webstart/blobbitrun.jnlp
Try it for yourselves! 
Many thanks,
Mark