First "jnlp" experience

I just clicked on a button on the soapui.org website.
My Firefox download window thingy seemed to recognise the "jnlp" file, even tho I didn't so I clicked ok just to see what it would do.

Well, my Java web start kicked off and started downloading bits and pieces. Great! first time I've experienced a jnlp file. I'll be keeping my eyes open for more :)

The direct link to the jnlp download is: http://www.soapui.org/jnlp/1.7/soapui.jnlp.

Oh yeah, by the way "soapUI is a free and open source desktop application for inspecting, invoking, developing, simulating/mocking and functional/load/compliance testing of web services over HTTP."

[edit 10 mins later]
Having praised the seemingly smart jnlp, I'm going to have to eat my words. I went through the process of accepting the license agreement, and watched it install, realising that it hadn't asked me where I wanted to install it - annoyance nr. 1
I then checked the box to have the app start immediately. Well, it didn't - annoyance nr 2.
And annoyance nr 3 is that I couldn't even bloody find it after that. I had to search my C drive for "soapui", and that turned up a ton of stuff in my Windows profile. But how do I start it? No bloody clue. I'll stick to the zip download thanks!!!