First off this might not be with Java, it might be with Windows Firewall which I have to keep on.

I have a list of exceptions that allows certain programs to bypass the firewall (java.exe, javaw.exe, javacpl.exe, etc.). Everytime I try opening an internet window to www.serebii.net/chat.shtml or as soon as Runescape starts loading (once it hits the page where Java starts up) the internet page simply closes.

For some reason I think it might be my firewall (dont say "turn it off" because I can't, my parents (I'm 19) do their online banking on the home computer, this is my laptop I'm on and the firewall prevents phishers from getting my parents bank info)

I also recently started playing Runescape Private servers which required me to download Java Environment 6.0 and JDK 6.0 and so they may also be the problem, but I'm not sure.

What is wrong? I have Windows XP home, Internet Explorer 7.0, Java Environment 6.0, Windows Defender and Windows Firewall.