Check the shortcut in the menu. I don't know how to do it in JVM, try right clicking on a menu item, then click "Properties". If it doesn't work, drag it to the desktop, and right click + Properties there (it definetely works on GNOME). In the worst case, open the .desktop file in a text editor.
Find a field named "Command" or something similar (it's "Exec" in the .desktop file). When you click on the menu item, it will execute that command. If it is the same that you try from terminal, try checking the "Run in terminal" check box (or set Terminal=true in the .desktop file). If not, change the command to the same that works for you. You may also check the working directory.