I have struggled with the GPM for years because IBM doesn't sign it properly. I am the only one of my team that has to do it this way, but this works for me. I created a .bat file on my desktop that uses my local java instance to open the jnlp from the server desired.
C:\Java80\bin\javaws.exe http://SIHOST.DOMAIN.com:52400/gbm/pmodeler/ProcessModeler.jnlp
pause
I put the pause in there so I can see that I really did execute it because it takes a few seconds for the dialog to come up.