This week's book giveaway is in the Other Open Source APIs forum. We're giving away four copies of Storm Applied and have Sean Allen, Peter Pathirana & Matthew Jankowski on-line! See this thread for details.
The MS Java VM is problematic. It's frozen at the JDK 1.1.4 level so it does not have Swing, Collections, New IO and many other features. There are numerous incompatibilities with newer API's. The security model changed a great deal between Java 1.1 and Java 1.2. Have you checked the Java console? I'll bet you are getting a security exception.