Not catching socketexceptions in Vista and Windows 7 only in XP

I own an application that is malfunctioning; it is not catching socketexceptions in Windows Vista or 7, but in Windows XP it is working fine. Since it's a download-manager applet in Java it's quite frustrating because it is involved in making download-resume work! Wierd thing is I can find nothing on the internet that so it doesn't seem to be a general issue. Anyone of you ever heard of anything that could cause this?

What versions of java are installed on the two machines?

6.26 for the Win 7 and Vista. Same behaviour in 6.10 in Vista. With 6.21 for XP it works, but in XP/2000 it has worked for years.