You need to generate a key file to authenticate yourself to the server. To do this simply click on this link:
this key file should be saved as ~/.downloadManager/glastKeyFile. Remember to set the permissions on the file/directory so it can only be read by the user who will run the command line download manager.
For example
java -jar netx-0.5.jar -verbose -headless -basedir .downloadManager -jnlp http://glast-ground.slac.stanford.edu/DownloadManager/LineMode.jnlp -arg --folder=/Data/Flight/Level1/LPA -arg --group=FT1