Magic! :-) I wondered about the non-Windows situation with this class/method, and googled up a few interesting things:

http://stackoverflow.com/questions/8258153/how-to-get-desktop-class-supported-under-linux
http://www.davidc.net/programming/java/browsing-urls-and-opening-files
http://www.centerkey.com/java/browser/

Do you guys have any more experience or info about the expected behavior outside of Windows?