Cisco ASA and ASDM

Cisco has a nice client side java app, ASDM, for managing their
firewalls. Unfortunately if you go to the web page for the firewall (https://
<ip address of firewall>) and click "Run ASDM" then you just end up
with a downloaded file "asdm.jnlp". If you have the less-secure
setting of open files after download it will likely open up an XML
document in Xcode or something like that. So how do you run the ASDM
on the Mac?

Do this at the command line:

javaws asdm.jnlp

From there it will ask you where to save the .app bundle and then
next time you can just run that application.