You can run any applet without a browser using the "appletviewer" that is shipped in a JRE. This way it is possible but not practicable to read and send fake input with http://code.google.com/p/windowlicker/ to control the SWING GUI.
But within a regular browser environment with access to the code you would rather do this:
using the "scriptable" and "mayscript" attributes/elements in your object tag. standard browser JREs include a "plugin.jar" that contains the needed function to do this job. This interface lets Java-Applet code communicate vice versa to Javascript, from wich you can do whatever you want (i.e. ajax request)
this topic is rather complex, so check out what google tells us:
http://www.htmlcodetutorial.com/applets/_APPLET_MAYSCRIPT.html
http://www.raditha.com/java/javascript.php
Using this interface is a real pain, so i suggest to implement HTTPRequests within your applet to tell the PHP server whatever you want to tell it.
regards,
Michael