(1) From what I read on the description of the exception site list it could be that you need to self sign your application. (But I would try the other suggestions first)
(2) What you also must ensure:
"For Java Web Start applications, the URL for the main JNLP file must be in the list. If the URL for the main JNLP file cannot be determined, then the exceptions do not apply to the RIA."
(3) Other than that I would play around with it a bit:
- did you try adding some more entries to the list like
http://127.0.0.0
or the actual IP? - do you use a specific port? If so you need to add it...
- Did you chose the right protocol http vs https vs file?