Depends on your applet...
Normally applets receive their parameters in the HTML-Code, that is calling them. The way the data is passed (e.g. Parameter names) should be specified in your applet.
Passing data with param is strictly one way. To send data from the applet back to the server you'll need to start making HTTP requests from the applet (possibly via SOAP as I mentioned before), or running some other server software running whatever protocol you want.