Steps to reproduce:
1) launch one of the following application
http://rehte.cn.oracle.com:8080/wshost/new_ws/deployment/src/javafx/fxfeaturesTest/fxfeaturesTest/html/ThirdPartyPreloader.jnlp
http://rehte.cn.oracle.com:8080/wshost/new_ws/deployment/src/javafx/fxfeaturesTest/fxfeaturesTest/html/HeavyInit.jnlp
http://rehte.cn.oracle.com:8080/wshost/new_ws/deployment/src/javafx/fxfeaturesTest/fxfeaturesTest/html/HelloPreloaderProgress.jnlp
http://jfx.sfbay.sun.com/hudson/job/presidio-deploy-scrum/label=windows-i586-14/lastSuccessfulBuild/artifact/artifacts/deployed/FadeInPreloader/Fish.jnlp
2) if the app exit automatically after showing preloader, bug is reproduced. Please try a few more times with these apps, this bug can not be reproduced always.