The small dialog explains exactly what the issue is. The machine is unable to obtain the Certificate Revocation List (CRL) or contact on Online Certificate Status Protocol (OCSP) server to validate the authenticity of the certificate.
If this system does not have Internet access, then that's a normal issue, and you'll need to manually verify the certificate (if you care).
If the system does have Internet access, that could be an indication that the access is blocked by a firewall, or that the information simply is not available (or not available where Oracle says it should be).
In any event, this is an Oracle/Java issue, and for additional assistance you should contact Oracle Technical Support for further assistance.