I did identify the problem. The Java Webstart thing? Doesn't work. I wonder if the one I installed on Windows can work...
I don't get an error. What I get is... nothing.
I should be able to make another try at this later when the next version of Ubuntu arrives, although that won't be until, if I remember correctly, sometime in October.
I'm going to reboot the computer, then try all suggestions. I did admittedly try using the website's link to use Java Webstart, because I couldn't find which file was the one you were supposed to run.