There is a difference between jdk1.3.1 and
j2sdk1.4.X during a test launching. If you start
an attached source code (StartDebugger) on
jdk1.3.1, the program starts a debugging of 
example.colorpicker.ColorPicker file. When you
finish a debugging session, it is possible to
start a program again and so on.
On j2sdk1.4.1, you are able to start the program
only first time (no every time). Every next start
causes an attached exception (Exception). This is
not happens if you start a debugger (some other
file - e.g. MemoryView) immediately after start of
NetBeans using 'Run  in Debugger', 'Step Into'
firstly, then a behaviour is same like on jdk1.3.1.
I have found the reason of this is the line
Launcher.java:224 in org.netbeans.modules.debugger.

VirtualMachine vm = connector.accept (arguments);

This happens on Linux, Solaris, Windows.