I discovered that the jazn configuration (Identity Store) in 11g tp2 of the embedded oc4j didn't work, so I googled a bit and saw the solution of Steve Muench. It seems that jdeveloper 11g is started by default in multiuser mode. That's why it creates a jdeveloper directory with the embedded oc4j in your user folder. The jazn error is caused by a space in the folder name of the user. On windows xp you have your user data in this folder C:\Documents and Settings\ebi15170. You can solve this by starting jdeveloper with the -singleuser option or set the JDEV_USER_DIR environment variable to a folder name with no spaces.
Steve Muench hold a jdeveloper 11g page with more tip so check this out.