After I do this I will get the list of this file present in my machine. In my case one of the paths was -
Now I did the following and restarted my machine -
sudo ln -s /opt/jdk1.6.0_01/jre/plugin/i386/ns7/libjavaplugin_oji.so /usr/lib/mozilla-firefox/plugins/libjavaplugin_oji.so
After this I got applets to work in Mozilla Firefox. Just for fun delete the symlink and without restarting the browser check whether you can see the applet or not :).