After much help from Robet Bill, I have my applet issues down to a single problem.  If I take out the urllib.urlretrieve calls, the applet works ok.  If I leave them in, it dies with a message about not being able to find the codec (the exact message is below):
Lookup Error:  no codec search functions registered:  can't find encoding
Does anyone know what this means and how to get around it?