When the button is clicked, start a thread that will connect to
the DPS server from which this applet was received and receive the data
that is being multicast by Rlcsender....
This applet is used to connect (TCP connection) to the Dynamic Proxy Server (DPS) running
the Rlcrx proxylet [the host it was served from] to allow the packets to
be streamed back to the application/applet of the browser
Because it is an untrusted applet, it can only connect to the host
from which it came, i.e in conjunction with the Dynamic Proxy Server(DPS)
that the applet was downloaded from.
This class is a convenient subclass of Frame that knows how to
handle the WindowClosing event generated when the user requests
that the window be closed.