If this happens to you with an OpenJDK install on Mac OS X (as opposed to Linux), and you do have the official Mac OS X Java (i.e. latest Java 6) installed through Software Update, you can just do this:
cd $OPENJDK_HOME/Contents/Home/jre/lib/security
ln -s /System/Library/Java/Support/CoreDeploy.bundle/Contents/Home/lib/security/cacerts
ln -s /System/Library/Java/Support/Deploy.bundle/Contents/Home/lib/security/blacklist
ln -s /System/Library/Java/Support/Deploy.bundle/Contents/Home/lib/security/trusted.libraries
where $OPENJDK_HOME is the root directory of your OpenJDK install, typically OPENJDK_HOME=/Library/Java/JavaVirtualMachines/1.7.0u.jdk. This is identical to how official Java installs on Mac OS X acquire these files - they also just symlink them from those system bundles. Works for Lion, not sure for earlier versions of the OS.