The first question can be answered for all Java applets supplied with FrontPage, because FP inserts a (non HTML compliant) valuetype="ref" attribute in every <param> which represents a needed file, e.g. an image which will be loaded.
An example for the second question: fphover.class needs fphoverx.class. The current version of KISSfp has a built-in table of the dependencies of the Java classes supplied with FrontPage and correctly copies classes. (A future version of KISSfp could parse the Java class files to recognise all dependencies automatically. Let us know if that would be usefull for you.)
If you use Java applets or Scripts not supplied with FrontPage in your site, make sure you manually copy all files and classes needed to the corresponding KISSfp output directory. For Java applets, you can comply with the valuetype="ref" convention to tell KISSfp which files to copy.