Do not save the "jforex.jnlp" file on your desktop and try to run it when you have to login.
Every time you need to login, visit
https://www.dukascopy.com and use the login button on right top and access the file.
Use Internet Explorer which automatically run the program
If you use chrome, when you download it for the first time, right click and select "always open files of this type"
Don't use firefox to visit the page as it is some times annoying when it displays download.
I've not tried other browsers.
Hope this solves your problem.