Are you testing it in applet mode? In this case, you must sign the applet.
I am not testing in applet mode. I just run the project in netbeans 6 or alternatively, running the project creates a
projectName.jnlp file which i can add to widgetFX dock
Looking again, I see backslashes. You are on Windows? You should specify a drive (absolute path), I think, something like: "E:/temp/test.xml"
It is hard to say on which drive the current directory is (unless you have only one disk & partition).
I even tried giving the complete drive path but still get the same exception..