check your browser proxy setting, at least some versions of IE won't access localhost directly if proxy has been set, so you need to set 'direct connection' in the connection settings to bypass proxy when accessing localhost.
sometimes using the machine's ip address rather than localhost helps as well
That did the trick. In case anyone else needs this info, I have composed the keystroke sequence that works exactly if you have IE as a browser.
Thanks again, Gil Blais :=))
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IE Browser Menu: Tools/Internet Options/Connections
Left click on the LAN Settings...
Place a check mark in the box labelled "Bypass proxy server for local address"
Left click on OK
Left click on OK (back on the Connection screen here)
Type http://localhost:8080/jmx-console as your WEB browser URL and voila! - it should work.