java.net.MulticastSocket.setTimeToLive(255) reports 'Socket closed' (WinXP, IPv6)

Before call setTimeToLive() I check the isClosed() flag and it's value is false.
After that setTimeToLive() throws exception 'Socket closed'.

see the test:
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import java.net.*;
import java.io.*;
import java.util.*;

public class test8 {
    
    static PrintStream out = System.out;

    static void processList( Enumeration<NetworkInterface> list, String s ){
        while( list.hasMoreElements() ){
            NetworkInterface ni = list.nextElement();
            // print NetworkInterface info
            out.println( String.format( "\n%s'%s'(%s)", s, ni.getName(), ni.getDisplayName() ) );
            try {
                // print NetworkInterface info
                out.println(
                    String.format(
                        "%s MTU = %d, loopback = %s, pointToPoint = %s, up = %s, virtual = %s, suppMulticast = %s",
                        s, ni.getMTU(),
                        ni.isLoopback(), ni.isPointToPoint(), ni.isUp(), ni.isVirtual(), ni.supportsMulticast() ) );
                
                if(ni.supportsMulticast()){
                    Enumeration<InetAddress> ias = ni.getInetAddresses();
                    out.print("addresses:");
                    while( ias.hasMoreElements() ){
                        InetAddress ia = ias.nextElement();
                        out.println( "\t" + ia );
                        MulticastSocket ms = new MulticastSocket( new InetSocketAddress(ia, 1234) );
                        try {
                            if( ms.isClosed() )
                                out.println( "!!! error: created and bounded socket is closed !!!" );
                            ms.setTimeToLive(255);
                        } finally {
                            ms.close();
                        }
                    }
                }

                processList( ni.getSubInterfaces(), s + " " );
            } catch( IOException x ){
                x.printStackTrace( out );
            }
        }
    }

    public static void main( String[] args ){
        try {
            InetAddress lh = InetAddress.getLocalHost();
            out.print( String.format( "local host is '%s':", lh.getHostName() ) );
            InetAddress[] addrs = InetAddress.getAllByName(lh.getHostName());
            for( InetAddress a : addrs )
                out.print( " " + a );
            out.println("");
            Enumeration<NetworkInterface> list = NetworkInterface.getNetworkInterfaces();
            processList( list, "" );
        } catch( Exception x ){
            x.printStackTrace( out );
        }
    }
}
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result:
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Z:\tests>z:/lnks/jdk6/bin/java.exe -cp . test8
local host is 'zv': zv/129.159.125.21 zv/0:0:0:0:0:0:0:1

'lo'(MS TCP Loopback interface)
 MTU = 1500, loopback = true, pointToPoint = false, up = true, virtual = false, suppMulticast = true
addresses: /127.0.0.1
    /0:0:0:0:0:0:0:1
    /fe80:0:0:0:0:0:0:1%1
java.net.SocketException: Socket closed
    at java.net.PlainDatagramSocketImpl.setTimeToLive(Native Method)
    at java.net.MulticastSocket.setTimeToLive(MulticastSocket.java:209)
    at test8.processList(test8.java:32)
    at test8.main(test8.java:55)

'eth0'(3Com EtherLink XL 10/100 PCI For Complete PC Management NIC (3C905C-TX) - Packet Scheduler Miniport)
 MTU = 1500, loopback = false, pointToPoint = false, up = true, virtual = false, suppMulticast = true
addresses: /129.159.125.21
    /fe80:0:0:0:20a:5eff:fe54:4bc8%5
java.net.SocketException: Socket closed
    at java.net.PlainDatagramSocketImpl.setTimeToLive(Native Method)
    at java.net.MulticastSocket.setTimeToLive(MulticastSocket.java:209)
    at test8.processList(test8.java:32)
    at test8.main(test8.java:55)

'tun0'(Teredo Tunneling Pseudo-Interface)
 MTU = 1280, loopback = false, pointToPoint = true, up = false, virtual = false, suppMulticast = true
addresses: /fe80:0:0:0:0:5445:5245:444f%4
java.net.SocketException: Socket closed
    at java.net.PlainDatagramSocketImpl.setTimeToLive(Native Method)
    at java.net.MulticastSocket.setTimeToLive(MulticastSocket.java:209)
    at test8.processList(test8.java:32)
    at test8.main(test8.java:55)

'tun1'(6to4 Tunneling Pseudo-Interface)
 MTU = 1280, loopback = false, pointToPoint = true, up = true, virtual = false, suppMulticast = false

'tun2'(Automatic Tunneling Pseudo-Interface)
 MTU = 1280, loopback = false, pointToPoint = true, up = true, virtual = false, suppMulticast = false
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