It's possible that this bug is duplication of 6425815 (the same OS, the same diagnostic).

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

public class test10 {

    public static void main( String[] args ){
        try {
            InetAddress lh = InetAddress.getLocalHost();
            System.out.println( String.format( "local host is '%s':", lh ) );
            MulticastSocket ms = new MulticastSocket( new InetSocketAddress(lh, 0) );
            System.out.println( ms.getLocalAddress() + ":" + ms.getLocalPort() + (ms.isClosed()?" closed":" isn't closed") );
            ms.joinGroup( InetAddress.getByName("224.80.80.80") );
        } catch( Exception x ){
            x.printStackTrace( System.out );
        }
    }
}
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result:
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Z:\tests>z:/lnks/jdk6/bin/java.exe -cp . test10
local host is 'zv/129.159.125.21':
/129.159.125.21:3245 isn't closed
java.net.SocketException: Socket closed
    at java.net.PlainDatagramSocketImpl.join(Native Method)
    at java.net.PlainDatagramSocketImpl.join(PlainDatagramSocketImpl.java:172)
    at java.net.MulticastSocket.joinGroup(MulticastSocket.java:276)
    at test10.main(test10.java:13)
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