If you are on a Mac try a browser other than Safari. I just did a clean install of FMS11.0.5 on a brand new MacMini OSX 10.8.3. After all the java updates etc I could not get the java webstart file to download in Safari. Some good advise from the web recommended using Firefox instead. Worked first time. How ironic. Apple owns Filemaker but their minions seems to have issues.
Thanks Stephen for you post. I have spent most of a day to try and get FMS 12 to run on a new install MacMini OSX 10.8.3 and nothing was working and could not find via web seach, forum search or other the information to resolve this. Then out of despiration before making a post I scrolled upon this post and tried downloading FireFox and it worked! :) Thanks again!