Googling on the error leads to the hotspot/src/os/win32/vm/os_win32.cpp source file in openjdk-6 wich contains the following comment:
// Windows large page support is available on Windows 2003. In order to use
// large page memory, the administrator must first assign additional privilege
// to the user:
// + select Control Panel -> Administrative Tools -> Local Security Policy
// + select Local Policies -> User Rights Assignment
// + double click "Lock pages in memory", add users and/or groups
// + reboot
// Note the above steps are needed for administrator as well, as administrators
// by default do not have the privilege to lock pages in memory.
//
// Note about Windows 2003: although the API supports committing large page
// memory on a page-by-page basis and VirtualAlloc() returns success under this
// scenario, I found through experiment it only uses large page if the entire
// memory region is reserved and committed in a single VirtualAlloc() call.
// This makes Windows large page support more or less like Solaris ISM, in
// that the entire heap must be committed upfront. This probably will change
// in the future, if so the code below needs to be revisited.
If you're using Windows 2003, this might help. If not, I don't have any other suggestion.