Hmm, thats interesting are you using Kaffe? If you are, I dont think phex works with it (I believe it only works on the Java2 platform, which Kaffe is using older libraries), you would have to uninstall it (if you can) and/or install suns JVM...

http://java.sun.com/j2se/1.3/jre/

Sun may have instructions on how to install it, and of course there is the general instructions on the Phex site...

http://www.konrad-haenel.de/phex/howto.html