###@###.### points out that while developers are building JavaFX applets, certain exceptions do not have descriptive enough information to tell what the root cause is. The following blog entry shows the FileNotFound exception in the JNLP2Manager which is problematic:

http://www.dieajax.com/2008/12/19/10-minute-javafx-tutorial-deploy-javafx-applets-and-applications-both-online-and-offline/