Java Graphics2D : Game site to JFrame holding Applet.

Hello!

Im not familiar how Java2D works on hardware level, my experiences on other than my own computer are my friends and library.
When im on my town library computers, i wont have success on Bufferstrategy, all my attemps to run Applet Canvas BufferStrategy have failed.
So, i went using Applet.createVolatileImage for doublebuffering, now my town libraryes work without problems, but my friend have WinXP computer
which fails to start my gamesite Applet and with my Linux Mint my Applet sometimes hangs when exitting my gamesite.

So, I currently have following ->

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public class GameSite Extends Applet Implements Runnable 
{
    Chess chess = null;
    // all the game classes like that..
...
    public void init ()
    {
        JFrame jframe = new JFrame ();
        //  jframe.setbounds & etc..
        jframe.add ( this );
    }

    public void destroy ()
    {
         jframe = null;
         chess = null;
         // null all game classes..
         super.destroy ();
    }

    public void run ()
    {
         while ( onrun )
         {
               if ( gamemode == chess_init )
               chess = new Chess ();
               if ( gamemode == chess_run )
               chess.run ();
               // all the games like this..  
         }
    }
}

What would be the right way to end the life of my Applet, when it is build like that, and what may be the problem
why my friends WinXP fails to activate the Applet and why my Linux Mint sometimes hangs when exitting my gamesite.

This is very beginner of Java question, i anyway set it here Java2D.

//.....

Thanks..