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From Sun Tech Days: Hands-On Labs.
(Q3): When I try to run one of the exercises which uses a network connection, it results in the following exception message...
javax.microedition.io.ConnectionNotFoundException: TCP open
...in the emulator window. What's wrong and how do I fix it?
(A3): Before executing the lab exercise you need to have a TCP network connection available from your workstation. Verify that you are connected to your LAN, high speed line, or dial-up connection.
(Q4): I have verified my network connection is ok, but I'm still seeing the ConnectionNotFoundException mentioned above.
(A4): If your are connected but are behind a firewall, you may need to configure the J2ME Wireless Toolkit for your proxy settings. Select the Network Configuration pane from the Edit->Preferences... pop up window to enter the address and port number of your proxy.
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If you encounter an error that says Error of type java.io.IOException: Error initializing HTTP tunnel connection and Server: squid/2.5.STABLES-mara.4 then this is your most probable cause:
You are running a Network that uses Squid - a HTTP and FTP proxy cache which caches websites and HTTP requests. You should try using another network, a network that uses direct internet access or a normal proxy instead. Squid will not allow you to login on a network in the way our games require you to login.
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