Capital One 360 error

These instructions do not work for me. I am using hleOfxQuotes-Build_20111221_78-app (i.e. the latest version), a Java app, to access Capital One 360's OFX server. I am running it under Java Runtime Environment 7 Update 25 (i.e. the latest version) under Windows XP SP3 (with many recent security fixes not applied). I am getting the following error message:

ERROR - javax.net.ssl.SSLPeerUnverifiedException: peer not authenticated

What is the underlying problem? How can I fix it?