Steps to reproduce:
1. Install the latest 7u25 JRE on windows7-x86
2. clear all files under <deploy_user_home>
3. javaws http://bugster.central.sun.com
4. There will be an security warning dialog, make sure to accept it quickly
5. The app should be launched.
6. If no baseline/blacklist files get downloaded to <deploy_user_home>/security/, then the issue is reproduced.

Note:
1. only file update.timestamp gets generated
2. if you leave the security warning dialog there unattended at step#4, then all four files below could be downloaded:
baseline.versions blacklist.dynamic blacklisted.certs update.timestamp
3. Seems applet does not have such an issue, at least not for http://docs.oracle.com/javase/tutorial/deployment/applet/getStarted.html
4. The issue also exists in 7u21.