On sunray, Start firefox from /usr/dist/exe/firefox. Then try to launch a jnlp link. It asked me how to handle jnlp files, and I pointed it to a javaws installation on my home directory.
Make sure you mark the checkbox so the action will be remembered.

go and look at what file type was listed for jnlp files in the file type action list.
instead of saying "jnlp", it says DESC="JAVA