I have no idea what you are doing wrong.
what version of java and ecuxplot are you using?
The one listed on on top the page:
http://nyet.org/cars/ECUxPlot/Download
Installer (exe) for Windows - Download 0.9r5.0
Requires Sun's java runtime:
Java SE Runtime Environment (JRE) 6 or later
After reboot, java ran an update on the JRE 6 automatically.