Hi, i was having this problem of not being able to launch a .jnlp file , i thought that it might be some problem with the java installed in my system and was almost ready to reinstall it when luckly i realised that Sun java was requiered for it and the default i was using was OpenJDK.
So i corrected it and now it's working perfectly :)
Here's how you can do it to prevent any hasstles.
Type in the terminal:
sudo update-alternatives --config java
This command will present you the java options in your system and the default one . Just follow the instruction and choose Sun Java as the default.
That's it . Enjoy :)