Problems displaying shapefile and WMS layer together

Reported by Tawan on the user list and confirmed by me. Trying to render the coutries shapefile over a WMS layer using JMapFrame provokes this:

Mar 17, 2010 3:35:13 PM org.geotools.renderer.lite.StreamingRenderer renderRaster
WARNING: http://wms.jpl.nasa.gov/exception_1_1_1.dtd%20 - http://wms.jpl.nasa.gov/exception_1_1_1.dtd%20
java.io.FileNotFoundException: http://wms.jpl.nasa.gov/exception_1_1_1.dtd%20 - http://wms.jpl.nasa.gov/exception_1_1_1.dtd%20
at sun.net.www.protocol.http.HttpURLConnection.getInputStream(HttpURLConnection.java:1185)
at org.apache.xerces.impl.XMLEntityManager.setupCurrentEntity(Unknown Source)
at org.apache.xerces.impl.XMLEntityManager.startEntity(Unknown Source)
at org.apache.xerces.impl.XMLEntityManager.startDTDEntity(Unknown Source)
at org.apache.xerces.impl.XMLDTDScannerImpl.setInputSource(Unknown Source)
at org.apache.xerces.impl.XMLDocumentScannerImpl$DTDDispatcher.dispatch(Unknown Source)
at org.apache.xerces.impl.XMLDocumentFragmentScannerImpl.scanDocument(Unknown Source)
at org.apache.xerces.parsers.XML11Configuration.parse(Unknown Source)
at org.apache.xerces.parsers.XML11Configuration.parse(Unknown Source)
at org.apache.xerces.parsers.XMLParser.parse(Unknown Source)
at org.apache.xerces.parsers.AbstractSAXParser.parse(Unknown Source)
at org.apache.xerces.jaxp.SAXParserImpl$JAXPSAXParser.parse(Unknown Source)
at org.jdom.input.SAXBuilder.build(SAXBuilder.java:453)
at org.jdom.input.SAXBuilder.build(SAXBuilder.java:770)
at org.geotools.data.ows.ServiceExceptionParser.parse(ServiceExceptionParser.java:53)
at org.geotools.data.ows.Response.parseException(Response.java:76)
at org.geotools.data.ows.Response.<init>(Response.java:51)
at org.geotools.data.wms.response.GetMapResponse.<init>(GetMapResponse.java:42)
at org.geotools.data.wms.WMS1_0_0$GetMapRequest.createResponse(WMS1_0_0.java:288)
at org.geotools.data.ows.AbstractOpenWebService.internalIssueRequest(AbstractOpenWebService.java:427)
at org.geotools.data.wms.WebMapServer.issueRequest(WebMapServer.java:408)
at org.geotools.map.WMSMapLayer$WMSCoverageReader.getMap(WMSMapLayer.java:310)
at org.geotools.map.WMSMapLayer$WMSCoverageReader.read(WMSMapLayer.java:289)
at org.geotools.renderer.lite.StreamingRenderer.renderRaster(StreamingRenderer.java:2170)
at org.geotools.renderer.lite.StreamingRenderer.processSymbolizers(StreamingRenderer.java:2046)
at org.geotools.renderer.lite.StreamingRenderer.process(StreamingRenderer.java:1987)
at org.geotools.renderer.lite.StreamingRenderer.drawOptimized(StreamingRenderer.java:1879)
at org.geotools.renderer.lite.StreamingRenderer.processStylers(StreamingRenderer.java:1792)
at org.geotools.renderer.lite.StreamingRenderer.paint(StreamingRenderer.java:699)
at org.geotools.swing.RenderingExecutor$Task.call(RenderingExecutor.java:148)
at org.geotools.swing.RenderingExecutor$Task.call(RenderingExecutor.java:104)
at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:269)
at java.util.concurrent.FutureTask.run(FutureTask.java:123)
at java.util.concurrent.ThreadPoolExecutor$Worker.runTask(ThreadPoolExecutor.java:651)
at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:676)
at java.lang.Thread.run(Thread.java:613)