My guess is it's either 1. Java issue, 2. Graphic card setting.

1. Make sure you have the latest Java. Java 1.5 (take the JRE)
However, I'd also recommend the Java 1.6 beta http://java.sun.com/javase/6/download.jsp JRE "Offline" version which is a 15.72 MB downld. BTW if you're using Mac OSX, then you'd better tell us.

2. See click LW icon & it begins to initialize but then stops and nothing happens Graphic card setting!

or The way to fix the Blank screen on startup

GeoForce 3D setting