JAR and jnlp (webstart) fail to launch or display correctly

JAR and jnlp (webstart) fail to launch or display correctly

I'm trying to get a Java Web Start application to launch, JamochaMUD.
However, I never get a window for it. I get:

and then

and finally:

I've tried both the jnlp (Java Web Start) and JAR options, same result.
However, other Java applications, Netbeans and FreeCol, work fine.