Java Webstart Plugin installed (get Java Webstart ...).
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Some browsers do not support the 'application/x-java-jnlp-file' mime type. Alternatily you can save the JNLP-file to your disk and start it with double click.
Please note, that there is a known bug inside the apple JVM (jdk1.3) for MacOS X when hardware acceleration is enabled for java. This makes the zooming functionality useless in jrexx-Lab. See Release Notes for Java on Mac OS X. Zooming on MacOS X jdk1.4 is working except for the right mouse button invoked zooming. We are working on a solution for this.