on winxp, firefox1.0.6, jre1.6.0_b**,
1.Open IE, set it do not use proxy.exit IE.
2.Open firefox, set manual proxy configuration. On java control panel, set it use browser proxy setting.exit and reopen firefox.
3.from firefox launch a jnlp file that is outside SWAN, such as http://java.sun.com/products/javawebstart/demos.html
4.during the jnlp file loading, the exception is thrown.

java.net.UnknownHostException: java.sun.com
at java.net.PlainSocketImpl.connect(Unknown Source)
at java.net.Socket.connect(Unknown Source)
at java.net.Socket.connect(Unknown Source)
at sun.net.NetworkClient.doConnect(Unknown Source)
at sun.net.www.http.HttpClient.openServer(Unknown Source)
at sun.net.www.http.HttpClient.openServer(Unknown Source)
at sun.net.www.http.HttpClient.<init>(Unknown Source)
at sun.net.www.http.HttpClient.New(Unknown Source)
at sun.net.www.http.HttpClient.New(Unknown Source)
at sun.net.www.protocol.http.HttpURLConnection.getNewHttpClient(Unknown Source)
at sun.net.www.protocol.http.HttpURLConnection.plainConnect(Unknown Source)
at sun.net.www.protocol.http.HttpURLConnection.connect(Unknown Source)
at com.sun.javaws.net.BasicNetworkLayer.doRequest(Unknown Source)
at com.sun.javaws.net.BasicNetworkLayer.doHeadRequest(Unknown Source)
at com.sun.javaws.cache.DownloadProtocol.doDownload(Unknown Source)
at com.sun.javaws.cache.DownloadProtocol.isLaunchFileUpdateAvailable(Unknown Source)
at com.sun.javaws.LaunchDownload.getUpdatedLaunchDesc(Unknown Source)
at com.sun.javaws.Launcher.downloadResources(Unknown Source)
at com.sun.javaws.Launcher.handleApplicationDesc(Unknown Source)
at com.sun.javaws.Launcher.handleLaunchFile(Unknown Source)
at com.sun.javaws.Launcher.run(Unknown Source)
at java.lang.Thread.run(Unknown Source)

On solaris, this bug can't be reproduce.