When I run the project it run perfectly but when I export to "Runnable JAR file": it say JAR creation failed.

As I don't know what settings you used in Eclipse, I can't help you further. If you want to create an executable jar, use the jarExecutable Ant task, or... simply download the latest version from SourceForge.net.

How to create Applet run it using browser?

You should run the applet Ant task, after creating a keys.keytool file as explained in README.TXT.