Somehow, I missed seeing your support request until now. Presumably you resolved the problem or gave up trying to use DrJava.

It looks like the firewall on your machine was preventing DrJava from using Java RMI (which uses TCP/IP for interprocess communication) to create a slave JVM and communicate with it. DrJava relies on a slave JVM to run the DrJava interpreter so it can abort runaway execution in the interpreter by killing the slave JVM. Most contemporary operating systems (e.g. recent versions of Windows [XP, Vista, 7, ...], Linux, and Mac OS X) allow interprocess communication between processes on the local machine by default.