Well Dmitri, after removing the MDM config file on the WinXP machine finally MDM runs normally and can be restarted many timjes without problems! Thanks, life with MD can continue again!
I'm glad that posting the command line windows (I thanked my friend) brought you to this very simpel remedy of only removing the MDM config file. I have to process some mixed feelings of spending many frustrating hours behind the PC's thinking that my three different Windows/Java/MDM installations/machines caused the problems, while they did not. But that's life, I know. At least now you can probably solve this bug in MDM and that's what this project is also about.
Thanks again for your support and I think you can close this thread.