This applet randomly generates a maze, wich is a 
20 x 20 square. Black means a wall. Blue means an
available square. Red means a move has been made there.
And gray shows that we have backtracked because we have
come to a dead end. 

The beginning square in my applet is always (2,20) and the 
final one is always (20,4). This could be changed however 
to a random edge square. The interior squares are filled 
black (wall) or blue (path) randomly, with a probability
of 80% path to 20% wall. The outer squares are always wall, 
with the exception of the beginning and ending square. You can
vary the percentage of probability, and also add an interesting
GUI part to make this applet even more exciting.

To rerun my applet, simply press Reload on Netscape or Refresh
on IE. Run it several times to understand the meaning of the colors.
Note that since diagonal moves are not possible, when the end square
has no connection the maze is unsolvable.

Good Luck.