File IO Permissions (Microsoft Java VM)

I have written an applet which works perfectly if I compile and sign it using Suns SDK utilities. Though, I want it to run under Microsoft Java VM as well, but if I compile and sign the code using the MS SDK for Java 4.0 utilities, I get an exception when running the applet "com.ms.security.SecurityExceptionEx".

What the applet does is, it accesses a file on the users local harddrive. So I need IO R/W permissions.

How do I go about making my applet work under MS Java VM?

Thanks in advance.