The MessageApplet.java revised:

import java.applet.Applet;
import java.util.Stack;
import java.util.concurrent.LinkedBlockingQueue;

import netscape.javascript.JSObject;


public class MessageApplet extends Applet
{
	private MessagePool pool;
	class MessageHandle
	{
		int id;
		MessagePool pool;
		JSObject object;
		MessageHandle (int id , Object object , MessagePool pool)
		{
			this.id = id;
			this.pool = pool;
			if (object instanceof JSObject)
				this.object = (JSObject) object;
		}
		public int getId ()
		{
			return id;
		}
		public JSObject getMessageObject ()
		{
			return pool.getMessageObject(id , object);
		}
		public void free ()
		{
			if (id != -1)
			{
				pool.freeMessage (id);
				id = -1;
			}
		}
		protected void finalize() throws Throwable
		{
			free ();
			super.finalize();
		}
		
	}
	class MessagePool
	{
		private JSObject messagePool;
		private int idCounter;
		private Stack<Integer> freeHandles;
		MessagePool (Applet applet)
		{
			freeHandles = new Stack<Integer> ();
			final JSObject window = JSObject.getWindow(applet);
            final String tmpName = "_MessagePool" +
                  System.identityHashCode(this);
            window.eval("var "+ tmpName +" = {}");
            messagePool = (JSObject)window.getMember(tmpName); 
		}
		public MessageHandle createMessage (Object o)
		{
			int id;
			synchronized (freeHandles)
			{
				if (freeHandles.isEmpty())
				{
					id = idCounter++;
				} else {
					id = freeHandles.pop();
				}
			}
			messagePool.setMember("Message" + id , o);
			return new MessageHandle (id , o , this); 
		}
		public JSObject getMessageObject (int id , JSObject object)
		{
			Object obj = messagePool.getMember("Message" + id); // this will not work in IE6
			if (obj instanceof JSObject)
				return (JSObject) obj;
			return object;
		}
		public void freeMessage (int id)
		{
			messagePool.setMember("Message" + id , null);
			synchronized (freeHandles)
			{
				freeHandles.push(id);
			}
		}
	}
    class MessageWorker implements Runnable
    {
    	LinkedBlockingQueue<MessageHandle> queue;
    	MessageWorker ()
    	{
    		queue = new LinkedBlockingQueue<MessageHandle> ();
    	}
    	void insertMessage (MessageHandle message)
    	{
    		try
			{
				queue.put(message);
			} catch (InterruptedException e)
			{
				// TODO 
			}
    	}
    	public void run()
    	{
    		for (;;)
    		{
				try
				{
					MessageHandle message = queue.take();
					dispatchMessage (message);
				} catch (InterruptedException e)
				{
					// TODO 
				}
    		}
    	}
    	public void dispatchMessage (MessageHandle messageHandle)
    	{
    		JSObject message = messageHandle.getMessageObject();
    		System.out.println (message);
    		Object [] noArgs = new Object [0];
    		Object [] oneArg = new Object [1];
    		int parameterCount = toInteger (message.call("getParametersLength", noArgs));
    		int localCount =  toInteger (message.call("getLocalParametersLength", noArgs));
    		
    		// skip local parameters
    		for (int i = localCount; i < parameterCount; i++)
    		{
    			oneArg[0] = new Integer(i);
    			String param = (String) message.call("getParameter", oneArg);
    			// add something to parameter
    			oneArg[0] = new String (param + "-Message id "+ messageHandle.getId() + "-Message worker-"+hashCode());
    			message.call("addResponse" , oneArg);
    		}
    		
    		message.call("callback", noArgs);
    		messageHandle.free();
    	}
    }
    
    static MessageWorker worker = null;
    static Object lock = new Object ();

    public void insertMessage (Object message)
    {
    	MessageHandle handle = pool.createMessage(message);
    	worker.insertMessage(handle);
    }
	public void init()
	{

    	synchronized (lock) // maybe two applets starting at same time ? Probaly this should be an integer to count references and destroy when all others exits.
    	{
    		if (pool == null)
    			pool = new MessagePool (this);
    		if (worker == null)
    		{
    			worker = new MessageWorker ();
    			Thread thread = new Thread (worker);
    			thread.start();
    		}
    	}
		super.init();
	}
	public static int toInteger (Object obj)
	{
		if (obj == null)
			return 0;
		if (obj instanceof Integer) // IE6 and Chrome
		{
			return ((Integer) obj).intValue();
		} else if (obj instanceof Double) // FF 2.0
		{
			return ((Double) obj).intValue();
		} else if (obj instanceof String) // dont know 
		{
			return Integer.parseInt((String) obj);
		}
		return 0;
	}

    public void destroy ()
    {
    	super.destroy();
    }
    

}
HTML sligthly revised (without referencing to a local array and the done method):
<html> 
  <head>
    <script type="text/javascript"> 
		var messageApplet = null;
		
		function load ()
		{
			messageApplet = document.getElementById("messageApplet");
		}
		
		function emptyFunction ()
		{
		}
		
		function MessageObject (name)
		{
		    this.name = name;
		    this.localparameters = 0;
			this.parameters = new Array ();
			this.response = new Array ();
			this.callback = emptyFunction;
		}
		
		MessageObject.prototype.getName = function ()
		{
			return this.name;
		}
		
		MessageObject.prototype.getParametersLength = function ()
		{
			return this.parameters.length;
		}
		MessageObject.prototype.getLocalParametersLength = function ()
		{
			return this.localparameters;
		}
		MessageObject.prototype.getParameter = function (index)
		{
			return this.parameters[index];
		}
		MessageObject.prototype.getResponseLength = function ()
		{
			return this.response.length;
		}
		
		MessageObject.prototype.getResponse = function (index)
		{
			return this.response[index];
		}
		
		MessageObject.prototype.addResponse = function (response)
		{
			return this.response.push(response);
		}
		
		function callRemote (callback , name)
		{
		    var callbackObject = new MessageObject (name);
		    if (callback)
		    	callbackObject.callback = callback;
		    for (var i = 2; i < arguments.length; i++)
		    {
		    	callbackObject.parameters.push (arguments[i]);
		    }
		    messageApplet.insertMessage (callbackObject);
		}

		function callRemoteLocalParams (callback , name , localcnt)
		{
		    var callbackObject = new MessageObject (name);
		    if (callback)
		    	callbackObject.callback = callback;
		    callbackObject.localparameters = localcnt;
		    for (var i = 3; i < arguments.length; i++)
		    {
		    	callbackObject.parameters.push (arguments[i]);
		    }
		    messageApplet.insertMessage (callbackObject);
		}
		
		function showResponse ()
		{
			alert ("in show response " + this.getName ());
			
			for (var i = 0; i < this.getResponseLength(); i++)
				alert (this.getResponse(i));
		}
		function replaceValue ()
		{
			var obj = this.getParameter(0);
			obj.value = this.getResponse(0);
		}
    </script>
  </head>

  <body onload="load();">

    <br /><h2>Test it</h2><hr /><br />

    <form name="display" style="margin-left: 100px;">

       <input 
          type="text"
          onchange="callRemote (showResponse , 'step1' , this.value , 'another parameter');"
          style="text-align: Left;"
          name="divNode" 
          size=6
       />

       <input 
          type="text"
          onchange="callRemoteLocalParams (replaceValue , 'step2' , 1 , this , this.value);"
          style="text-align: Left;"
          name="next" 
          size=10
       />
    </form>
    <script type="text/javascript">

    var appletDef = navigator.appName;

    if (appletDef == "Microsoft Internet Explorer")
       document.write
          (
          '<object classid="clsid:8AD9C840-044E-11D1-B3E9-00805F499D93" ', 
                   'width= "0" height= "0" id="messageApplet">',
                            '<param name="code"        value="MessageApplet.class">',
                            '<param name="mayscript"   value="yes">',
                            '<param name="scriptable"  value="true">',
          '</object>'
          );
    else
       document.write
          (
           '<object classid="java:MessageApplet.class" ',
                   'type="application/x-java-applet" ', 
                   'width= "0" height= "0" id="messageApplet">',
                           '<param name="code"        value="MessageApplet.class">',
                            '<param name="mayscript"   value="yes">',
                            '<param name="scriptable"  value="true">',
          '</object>'
           );

    </script>
  </body>
</html>