A distributed virtual machine architecture includes a virtual machine client (16) and a virtual machine server (32). The virtual machine client provides a platform upon which an application may be run on a host device (12). The virtual machine server may appear anywhere within the network to which the host of the virtual machine client is connected (14). When the application request a class, the virtual machine client determines such class exists on the local host (12) or a client proxy exist for the class. If neither exists, the virtual machine client connects to the virtual machine server to send a request for the class. If a proxy does exist, a proxy is returned to the virtual machine client. However, if a proxy does not exist, the virtual machine server dynamically generates the proxy (34) to be returned to the virtual machine client.