What can"t I do with a Java Applet?

Consider a Java applet running in browser such as Google Chrome. What am I unable to do in the applet?

• Can I use Robots?
  


• Can I use ff-mpeg or Xuggle?
  


• Can I run any of the Java EE API's?
  

There is something in Java that cannot be done inside an HTML applet - but what is it?