Well there are no differences between running on linux,w indows or any java platform at all.
So best advice I can offer is:
1) make sure you don't have something in the middle of your linux box and the FXCM server changing the HTML/XML messages. Parse seems to indicate something like this could be.
2) try running on a different JVM, 1.5 or a different 1.6 installation
3) try running JTS on the linux box, see if it works. enable the java console in your jvm settings.
http://www.fxcorporate.com/JTS/FXTS.jnlp