Hi All,
Just installed jmonkeyengine sdk 32 bit (on my 32 bit install of Ubuntu 12.04LTS).
Tried to start the program… and nothing.
Not sure what the problem is.
Not sure where to start troubleshooting.
Your help is appreciated 
open a cmd line and start jme from there manually. You should then at least see what errors you are getting that is causing the program not to start. If they are enough for you to figure it out great. If not post back.