These classes are created from anonymous classes created in your applet - most likely event listeners and such.
They would be created (maybe with other names) by other compilers, too.
If you really want to avoid them, program without anonymous (and other inner) classes. But this results often in an ugly style, so this is not recommended.
If you don't want to upload all the individual class files to the server (and then the browsers having to fetch them all individually), think about putting them all in one jar file, and referencing this in your applet-tag.