What I have done :

uncompress the cocoon 2.0 src distribution

./build.sh  -Dinclude.webapp.libs=yes webapp

*************************************************
Apache Cocoon 2 Build System
----------------------------
Buildfile: build.xml

init:
------------------- Apache Cocoon 2.0 [1999-2001] ----------------

prepare-docs:
Created dir: /home/bertrand/j2ee/cocoon-2.0/build/cocoon/documentation
Created dir: /home/bertrand/j2ee/cocoon-2.0/build/cocoon/documentation/images
Created dir: /home/bertrand/j2ee/cocoon-2.0/build/cocoon/docs
Created dir: /home/bertrand/j2ee/cocoon-2.0/build/cocoon/work
Copying 183 files to /home/bertrand/j2ee/cocoon-2.0/build/cocoon/documentation
Copied 1 empty directory to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/documentation
Copying 53 files to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/documentation/images
Copying 1 file to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/documentation/resources/entities
Moving 1 files to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/documentation/WEB-INF/classes

op-warning:
**********************************************
*
*  Classes of the optional package PHP are not
*  available. Apache Cocoon builds without them.
*
*  PHP is required for the php generator.
*
*  Recovery:
*  Get the PHP servlet and place the jar in the lib dir
*
***********************************************

op-warning:
**********************************************
*
*  Classes of the optional package JNDI are not
*  available. Apache Cocoon builds without them.
*
*  JNDI is required for the ldap generator and the parentcm generator.
*
*  Recovery:
*  Get the jndi.jar from Sun and place the jar in the lib dir
*
***********************************************

generate-java-code:
Transforming into 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/src/org/apache/cocoon/components/browser
Transforming into 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/src/org/apache/cocoon/components/browser
Loading stylesheet 
/home/bertrand/j2ee/cocoon-2.0/src/org/apache/cocoon/components/browser/BrowserImpl.xsl

prepare-src-main:
Created dir: /home/bertrand/j2ee/cocoon-2.0/build/cocoon/classes
Copying 330 files to /home/bertrand/j2ee/cocoon-2.0/build/cocoon/src
Copied 7 empty directories to /home/bertrand/j2ee/cocoon-2.0/build/cocoon/src

prepare-src-22-maybeupload:
Copying 1 file to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/src/org/apache/cocoon/environment/http

compile:
Copying 16 files to /home/bertrand/j2ee/cocoon-2.0/build/cocoon/classes
Copied 2 empty directories to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/classes
Compiling 311 source files to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/classes
Note: 11 files use or override a deprecated API.  Recompile with 
"-deprecation" for details.
1 warning

copy-webapp:
Created dir: /home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp
Created dir: 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/WEB-INF/classes
Copied 2 empty directories to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/WEB-INF/classes
Copying 140 files to /home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp
Copied 11 empty directories to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp
Copying 9 files to /home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp
Created dir: /home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/documentation
Copying 236 files to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/documentation
Copied 1 empty directory to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/documentation
Copying 4 files to /home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/i18n

prepare-webapp:
Reading: 
/home/bertrand/j2ee/cocoon-2.0/./build/cocoon/src/org/apache/cocoon/generation/tidy.sitemap
Reading: 
/home/bertrand/j2ee/cocoon-2.0/./build/cocoon/src/org/apache/cocoon/transformation/xt.sitemap
Reading: 
/home/bertrand/j2ee/cocoon-2.0/./build/cocoon/src/org/apache/cocoon/serialization/svg.sitemap
Reading: 
/home/bertrand/j2ee/cocoon-2.0/./build/cocoon/src/org/apache/cocoon/serialization/fop.sitemap

package:
Building jar: /home/bertrand/j2ee/cocoon-2.0/build/cocoon/cocoon.jar

prepare-tools-lib:
Copying 1 file to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/WEB-INF/lib

prepare-webapp-libs:
Copying 20 files to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/WEB-INF/lib
Moving 1 files to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/WEB-INF/classes
Copying 1 file to 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/webapp/WEB-INF/lib

webapp:
Building jar: /home/bertrand/j2ee/cocoon-2.0/build/cocoon/cocoon.war

BUILD SUCCESSFUL

Total time: 51 seconds

*************************************************
then :

cd build/cocoon

j2ee -verbose &
(to start the app server)

deploytool & 
(the deployer tool from the j2ee 1.3 sun implementation)

New application (cocoon.ear in the local directory, display name = cocoon)
Added cocoon.war to the new application
Saved cocoon.ear

Tools -> Deploy 
on localhost

A dialog box asked me to give a "Context Root" for the "Cocoon 2 Demo" WAR 
file. I answered Cocoon2

Console output :
*************************************************
Deploy the application in 
/home/bertrand/j2ee/cocoon-2.0/build/cocoon/cocoon.ear on the server 
localhost saving the client jar as null
Sender object Deploy Tool : Deploy cocoon on localhost
Remote message: Contacted Server....
Remote message: Application cocoon transferred.
Remote message: cocoon has 0  ejbs, 1 web components to deploy.
Remote message: Deploying Ejbs....
Remote message: Processing beans ....
No code generation required...
Remote message: Making client JARs ....
Remote message: Making server JARs ....
/usr/local/j2sdkee1.3/repository/localhost.localdomain/applications/cocoon1010615272520Server.jar
Remote message: Contact the web server and ask it to run: 
/usr/local/j2sdkee1.3/repository/localhost.localdomain/applications/cocoon1010615272520Server.jar
 
.
Created Context:/Cocoon2
Remote message: Web Components Deployed..
Application cocoon deployed.

Remote message: Deployment of cocoon is complete..
Sender object Deploy Tool : client code at 
http://127.0.0.1:9191/cocoonClient.jar
*************************************************

I launch the Konqueror Web browser and go to
http://localhost:8000/Cocoon2/

-> I get the following error :
A Servlet Exception Has Occurred

Exception Report:

javax.servlet.ServletException: Servlet.init() for servlet Cocoon2 threw 
exception
        at 
org.apache.catalina.core.StandardWrapper.load(StandardWrapper.java:852)
        at 
org.apache.catalina.core.StandardWrapper.allocate(StandardWrapper.java:602)
        at 
org.apache.catalina.core.StandardWrapperValve.invoke(StandardWrapperValve.java:214)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:566)
        at 
org.apache.catalina.core.StandardPipeline.invoke(StandardPipeline.java:472)
        at 
org.apache.catalina.core.ContainerBase.invoke(ContainerBase.java:943)
        at 
org.apache.catalina.core.StandardContextValve.invoke(StandardContextValve.java:215)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:566)
        at 
org.apache.catalina.valves.CertificatesValve.invoke(CertificatesValve.java:246)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:564)
        at 
org.apache.catalina.core.StandardPipeline.invoke(StandardPipeline.java:472)
        at 
org.apache.catalina.core.ContainerBase.invoke(ContainerBase.java:943)
        at 
org.apache.catalina.core.StandardContext.invoke(StandardContext.java:2314)
        at 
org.apache.catalina.core.StandardHostValve.invoke(StandardHostValve.java:164)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:566)
        at 
org.apache.catalina.authenticator.SingleSignOn.invoke(SingleSignOn.java:368)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:564)
        at 
org.apache.catalina.core.StandardPipeline.invoke(StandardPipeline.java:472)
        at 
org.apache.catalina.core.ContainerBase.invoke(ContainerBase.java:943)
        at 
org.apache.catalina.core.StandardEngineValve.invoke(StandardEngineValve.java:163)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:566)
        at 
org.apache.catalina.core.StandardPipeline.invoke(StandardPipeline.java:472)
        at 
org.apache.catalina.core.ContainerBase.invoke(ContainerBase.java:943)
        at 
org.apache.catalina.connector.http.HttpProcessor.process(HttpProcessor.java:995)
        at 
org.apache.catalina.connector.http.HttpProcessor.run(HttpProcessor.java:1088)
        at java.lang.Thread.run(Thread.java:484)


Root Cause:

java.security.AccessControlException: access denied 
(java.lang.RuntimePermission createSecurityManager)
        at 
java.security.AccessControlContext.checkPermission(AccessControlContext.java:272)
        at 
java.security.AccessController.checkPermission(AccessController.java:399)
        at java.lang.SecurityManager.checkPermission(SecurityManager.java:545)
        at java.lang.SecurityManager.(SecurityManager.java:301)
        at 
org.apache.cocoon.util.log.CocoonLogFormatter$CallStack.(CocoonLogFormatter.java:57)
        at 
org.apache.cocoon.util.log.CocoonLogFormatter.(CocoonLogFormatter.java:76)
        at 
org.apache.cocoon.servlet.CocoonServlet.initLogger(CocoonServlet.java:411)
        at 
org.apache.cocoon.servlet.CocoonServlet.init(CocoonServlet.java:132)
        at 
org.apache.catalina.core.StandardWrapper.load(StandardWrapper.java:833)
        at 
org.apache.catalina.core.StandardWrapper.allocate(StandardWrapper.java:602)
        at 
org.apache.catalina.core.StandardWrapperValve.invoke(StandardWrapperValve.java:214)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:566)
        at 
org.apache.catalina.core.StandardPipeline.invoke(StandardPipeline.java:472)
        at 
org.apache.catalina.core.ContainerBase.invoke(ContainerBase.java:943)
        at 
org.apache.catalina.core.StandardContextValve.invoke(StandardContextValve.java:215)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:566)
        at 
org.apache.catalina.valves.CertificatesValve.invoke(CertificatesValve.java:246)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:564)
        at 
org.apache.catalina.core.StandardPipeline.invoke(StandardPipeline.java:472)
        at 
org.apache.catalina.core.ContainerBase.invoke(ContainerBase.java:943)
        at 
org.apache.catalina.core.StandardContext.invoke(StandardContext.java:2314)
        at 
org.apache.catalina.core.StandardHostValve.invoke(StandardHostValve.java:164)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:566)
        at 
org.apache.catalina.authenticator.SingleSignOn.invoke(SingleSignOn.java:368)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:564)
        at 
org.apache.catalina.core.StandardPipeline.invoke(StandardPipeline.java:472)
        at 
org.apache.catalina.core.ContainerBase.invoke(ContainerBase.java:943)
        at 
org.apache.catalina.core.StandardEngineValve.invoke(StandardEngineValve.java:163)
        at 
org.apache.catalina.core.StandardPipeline.invokeNext(StandardPipeline.java:566)
        at 
org.apache.catalina.core.StandardPipeline.invoke(StandardPipeline.java:472)
        at 
org.apache.catalina.core.ContainerBase.invoke(ContainerBase.java:943)
        at 
org.apache.catalina.connector.http.HttpProcessor.process(HttpProcessor.java:995)
        at 
org.apache.catalina.connector.http.HttpProcessor.run(HttpProcessor.java:1088)
        at java.lang.Thread.run(Thread.java:484)
*************************************************

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