the java db location is not set correctly
I came across the same error message whenever starting the GlassFish. It was because the Java DB path had changed. (My previous install was glassfish-3.1.1/javadb)
You can set up the correct path in the Java DB properties.
I had the same problem on my Mac, debugging an app on GlassFish 3.1 which comes standard with NetBeans 7.0.1. This link gave me the answer I needed:
http://forums.netbeans.org/ptopic21916.html
The JavaDB path, as set in a clean installation, was pointing at an older version of GlassFish. Basically a configuration management issue it seems.