I think the best way to find out why your system fails to check for updates is, go to:
Tools (the tab at the top of the JMonkey sdk window) --> Plugins --> the tab Updates --> Check for Updates.
This way if it fails to update it will tell you why. For example I was getting this message:
“Unable to connect to the NBAndroid Updates because of Zero sized file reported at http://kenai.com/projects/nbandroid/downloads/download/updatecenter/updates.xml”
So I clicked on the settings tab (the last one to the right) and unchecked NBA Android updates because the repository the message shows is an abandoned repository. Then I checked for updates once again. Now it works!