When dealing with applets, it is always a good idea to display the Java console. The instructions differ depending on your system, for Windows you have to go to the Java control panel and activate the Advanced panel, then choose the right option.
In my console, I get the following stack trace (after a long wait):
JNLPAppletLauncher: static initializer
os.name = windows 7
nativePrefix = nativeSuffix = .dll
java.security.AccessControlException: access denied (java.util.PropertyPermission java.io.tmpdir read)
at java.security.AccessControlContext.checkPermission(Unknown Source)
at java.security.AccessController.checkPermission(Unknown Source)
at java.lang.SecurityManager.checkPermission(Unknown Source)
at java.lang.SecurityManager.checkPropertyAccess(Unknown Source)
at java.lang.System.getProperty(Unknown Source)
at org.jdesktop.applet.util.JNLPAppletLauncher.initTmpRoot(JNLPAppletLauncher.java:1000)
at org.jdesktop.applet.util.JNLPAppletLauncher.<clinit>(JNLPAppletLauncher.java:2110)
at sun.reflect.NativeConstructorAccessorImpl.newInstance0(Native Method)
at sun.reflect.NativeConstructorAccessorImpl.newInstance(Unknown Source)
at sun.reflect.DelegatingConstructorAccessorImpl.newInstance(Unknown Source)
at java.lang.reflect.Constructor.newInstance(Unknown Source)
at java.lang.Class.newInstance0(Unknown Source)
at java.lang.Class.newInstance(Unknown Source)
at sun.plugin2.applet.Plugin2Manager$12.run(Unknown Source)
at java.awt.event.InvocationEvent.dispatch(Unknown Source)
at java.awt.EventQueue.dispatchEventImpl(Unknown Source)
at java.awt.EventQueue.access$000(Unknown Source)
at java.awt.EventQueue$1.run(Unknown Source)
at java.awt.EventQueue$1.run(Unknown Source)
at java.security.AccessController.doPrivileged(Native Method)
at java.security.AccessControlContext$1.doIntersectionPrivilege(Unknown Source)
at java.awt.EventQueue.dispatchEvent(Unknown Source)
at java.awt.EventDispatchThread.pumpOneEventForFilters(Unknown Source)
at java.awt.EventDispatchThread.pumpEventsForFilter(Unknown Source)
at java.awt.EventDispatchThread.pumpEventsForHierarchy(Unknown Source)
at java.awt.EventDispatchThread.pumpEvents(Unknown Source)
at java.awt.EventDispatchThread.pumpEvents(Unknown Source)
at java.awt.EventDispatchThread.run(Unknown Source)
Applet.init
Applet.start
As usual, OpenGL isn't happy with the applet status. As calsign said, you probably need to sign your applet (although I don't think it has to do with playing sound, as long as the files are shipped in the jar file).
Or just drop OpenGL, as you don't see to use 3D anyway (unless I missed something).
Side note: don't use loadFont() in draw()!