.bmp bitmaps should not be used in Java. JPEG and GIF are the standards. You could simply draw the image in the paint method of your applet or another component.
public void paint(Graphics g)
{
super.paint(g);
Image im = getImage(getDocumentBase(), "myfile.gif");
g.drawImage(im, 0, 0, getSize().width, getSize().height, this);
}