Make sure your machine is set up correctly for IP multicast. There are 2 test programs that can be used to detect this: McastReceiverTest and McastSenderTest. Start McastReceiverTest, e.g.
java org.javagroups.tests.McastReceiverTest -mcast_addr 224.10.10.10 -port 5555.
Then start McastSenderTest:
java org.javagroups.tests.McastSenderTest -mcast_addr 224.10.10.10 -port 5555.
You should be able to type in the McastSenderTest window and see the output in the McastReceiverTest. If not, try to use -ttl 32 in the sender. If this still fails, consult a system administrator to help you setup IP multicast correctly. If you are the system administrator, look for another job :-)
Other means of getting help: there is a public forum on javagroups.sf.net for questions. Also consider subscribing to the javagroups-users mailing list to discuss such and other problems.