This is a known issue within Sun Java.
Make sure the Desktop Authority Manager is closed.
Upgrade to latest version of Sun Java from sun.com
here.
Go to Start then Control Panel then Java under Java Applet Runtime Settings, click on ‘View’ now double click the box under ‘Java Runtime Parameters’ and enter a value above half of system's physical memory.
java1.jpg
For example, if your RAM is 1024 MB, enter a value "-Xmx768M" or above "-Xmx1024" without the quotes.
java2.jpg
Click OK then Apply then OK
Restart Desktop Authority Manager and it should now work.
I have included a couple of screenshots to help you along.
Let us know how you get on.