MessageBundle ???

I have problems with all java programs containing regex and string
functions like split() or replace()/replaceAll().
This programs will compile and run correctly on linux but will compile
and crash on windows; the output says something about a missing resource
(MessageBundle). I tried many things to get around of this but I did not
find any solution.
I would like to better understand why this happens but the most
important thing would be to find a solution.
I use this class as an example:

import java.util.regex.Pattern;
class FFooClass {
  public static void main(String args[]) {
    Pattern p = Pattern.compile("bye");
    System.out.println("bye");
  }
}

I do:
gcj --main FFoo.java -o FFoo
on linux and it works!
I do:
gcj --main FFoo.java -o FFoo.exe
on windows (or even with a cross compiler for linux) and the app
FFoo.exe doesn't work!
Starting from this class, what are the steps to get a working exe?