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Some thoughts:

- do you use a proxy? You may try it without.
- maybe JNLP files are blocked by your virus scanner / security software?

I think it's a connection problem on your side. Apart from that you should probably use version 0.2.8 instead of 0.2.2:

http://www.adom.de/adom-ii/downloads/javawebstart/0.2.8/download.html