Jikes RVM does not seem to support protocol handlers. http://www.j2ee.me/developer/onlineTraining/protocolhandlers/
I am attaching a jar file demonstrating this bug. The jar file contains source code as well. I got the source from jEdit editor's source. I modified it to have minimal code that exhibits the bug. jEdit is released under a GPL license. If this is an issue, let me know.
"java -jar protocol-handler-test.jar" works, while "rvm -jar protocol-handler-test.jar" does not. Here is the error with rvm:
Exception in thread "MainThread" java.net.MalformedURLException: Protocol handler not found: myprotocol