java.io.IOException: The server sockets created using the LocalRMIServerSocketFactory

Monitoring application with JConsole thows IOException in monitored application. This seems to be Ubuntu only issue.
Steps how to reproduce on clean install of Ubuntu 8.0.4:
1) Start Notepad with OpenJDK build 1.6.0_0-b11
java -jar /usr/lib/jvm/java-6-openjdk/demo/jfc/Notepad/Notepad.jar
2) start JConsole and attach to Notepad running on the same machine
3) The following exception is printed to console from Notepad:

01 Oct 2008 2:16:22 PM sun.rmi.transport.tcp.TCPTransport$AcceptLoop executeAcceptLoop
WARNING: RMI TCP Accept-0: accept loop for ServerSocket[addr=0.0.0.0/0.0.0.0,port=0,localport=37278] throws
java.io.IOException: The server sockets created using the LocalRMIServerSocketFactory only accept connections from clients running on the host where the RMI remote objects have been exported.
at sun.management.jmxremote.LocalRMIServerSocketFactory$1.accept(LocalRMIServerSocketFactory.java:89)
at sun.rmi.transport.tcp.TCPTransport$AcceptLoop.executeAcceptLoop(TCPTransport.java:387)
at sun.rmi.transport.tcp.TCPTransport$AcceptLoop.run(TCPTransport.java:359)
at java.lang.Thread.run(Thread.java:636)