DOCBOOK-APPS: Saxon 6.4.3 MalformedURLException error

I've installed Instant Saxon 6.4.3 on Windows 2000, as well as the DocBook
XSL stylesheets version 1.45. When I run Saxon, I get the following error:

Error
  java.net.MalformedURLException: unknown protocol: u
Transformation failed: run-time errors were reported

I'm using this command to run Saxon:
C:\home\gershon\test>saxon
M:\doc\doc\products\MainWin\techdoc\src\docset.xml
C:\tools\docbook\docbook-xsl-1.45\htmlhelp\htmlhelp.xsl

I get the same errors if I call the htmlhelp.xsl stylesheet or the
html.xsl, so it seems to relate to my installation...


Has anyone got any ideas as to what's wrong?

TIA

Gershon