What version of Java are you using? I gues you are also using the RDP protocol to connect to your virtual desktop?
A few days ago I get a simmilar problem with a Java 1.3 application and slow performance within RDP.
Maybe my blogpost can help you troubleshooting your Java problem. See: Slow performance using Remote Desktop Protocol (RDP) in VMware View Virtual Desktop Infrastructure with Oracle JInitiator Java 1.3 application
Unfortunately, we are using PCoIP and java version is 1.5.0_06
Where can I find the console which is on your's screenshot?
You can view Java Control Panel from Windows Control Panel. On the Java tab you can view Java Runtime Environment Settings and set the Runtime Parameters from there. Although you are using PCoIP I don't think that View or the PCoIP protocol is the problem since all other applications working fine except those who are using Java.
It seems that it doesn't help.
We'll look for another solution.
We have the same behavior with Windows 7 x64 in the VM. From time to time, the users see pixalized java windows, when they switch from/to a other java application window.
I guess, the prolem is in relation with "latency" and java. In our test-environment, we can't provocate this pixalized java windows. Only over a WAN link, the users have this problem.
Have you found a solution?