This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
I have no idea, but what I suspect is that somewhere in the configuration you have to fill in an URL (something that begins with http://... or file://... or something similar), and instead of an URL you filled in a Windows path name, beginning with c:\...
Then the software you're trying to run is interpreting the drive letter "c" as the protocol identifier, just like "http" is the protocol identifier of the HTTP protocol.
Check if the configuration is correct. Instead of a Windows path name like c:\mydirectory\myfile.xyz, use a file URL, something like file:///mydirectory/myfile.xyz.