There is a way to make the war automatically packaged and deployed when you deploy the EAR project by making the war a web module project. and adding the web module project to an Ear project. For help with this process be sure and check out the EAR Projects Tutorial
The dependency for automatcially jarring the applet I don’t believe we support at the moment.
In addition to what Greg suggested, be sure to read the advanced section of the tutorial as what you may want for your applet project is simply to set it up as a plain Java project upon which the EAR depends. A dependency like that will cause your applet project to be jared and deployed in the root of your EAR.