The following are the possible causes for this problem:
Wrong codebase in the applet page.
Application/x-java-jnlp-file MIME type not defined in the web container configuration.
Plug-in of Java Web Start not installed or functional.
No compatible Java version available.
Security exception, cannot verify signature of .jar files.
Where to get the necessary information:
In the Java Web Start or plug-in errors (exception stack trace, launch page.)
In the applet page source on the browser.