I read the FAQ, I swear

You could have read it twice, and would still not have found the answer there! [;)]
Maybe, I should have an entry there about deploying Sweet Home 3D applet, but it would be probably more interesting to write a separate documentation.

The error you reported happened because the applet didn't find the OpenGL j3dcore-ogl-chk.dll automatically extracted from the java3d.jar under Windows 32 bits. You should check that the file windows/i386/java3d.jar file is accessible from the applet through the codebase setting you set. You probably changed the relative or absolute location of SweetHome3DApplet.jar file but didn't update the location of windows/i386/java3d.jar file accordingly.
If you still have problems, please copy here the HTML script or Javascript you use to run the applet.