My applet can not be run in Microasoft jvm, but can be run in Sun's, how can I solve?

I have written a java applets programs.
When you open a web page, the applet will be downloaded automatically.
But IE 6.0 does not have the built-in jvm.
So if I want to run this applet, I should install jvm.
I found two versions of jvm, one is from Microsoft and another is from Sun.
When I install jvm of Microsoft, this applet can not work.
But when I install jvm of Sun, this applet can work correctly.
I have no idea of why this situation happens.
If I want to fix this applet to fit two versions of jvm, how can I do?
Regards.