Corrections needed (my guess):

<!ELEMENT update>
should be:
<!ELEMENT update EMPTY>

and:

<!ELEMENT shortcut (desktop? menu?)>
should be:
<!ELEMENT shortcut (desktop?, menu?)>

DTD for 1.5 seems to be correct.

If you want convert them automatically to XSD (as Andrew suggested
earlier) some tools you can find there:
http://www.w3.org/XML/Schema#Tools

(about a year ago I successfully used XMLSpy for that)

However, instead of validating against XSD, there is also possibility to
validate JNLP file against DTD directly.  That usually requires an
addition (or rewriting) of DTD in that file.  But hopefully, we can
perform that on the fly -- an example using StAX (from Java 6) is below.

piotr

import java.io.*;

import javax.xml.parsers.*;
import javax.xml.stream.*;
import javax.xml.stream.events.*;

import org.xml.sax.*;
import org.xml.sax.helpers.*;

public class ValidateJNLP {

     public static void main(String[] args) throws Exception {
         File input_file = new File(args[0]);
         File dtd_file = new File("JNLP-6.0.dtd");

         // rewrite input file...

         StringWriter rewrite_out = new StringWriter();

         XMLInputFactory xif = XMLInputFactory.newInstance();
         XMLOutputFactory xof = XMLOutputFactory.newInstance();
         XMLEventFactory xef = XMLEventFactory.newInstance();

         XMLEventReader er = xif.createXMLEventReader(
                 new FileReader(input_file));
         XMLEventWriter ew = xof.createXMLEventWriter(rewrite_out);

         while (er.hasNext()) {
             XMLEvent e = er.nextEvent();

             if (e.isStartElement()) {
                 // creatre new DTD
                 DTD dtd = xef.createDTD("<!DOCTYPE jnlp"
                         + " SYSTEM \"" + dtd_file.toURI() + "\">");
                 ew.add(dtd);
                 ew.add(e);
                 break;
             } else if (e instanceof DTD) {
                 // skip original DTD
                 System.err.println("original DTD skipped!");
             } else {
                 // write event as is
                 ew.add(e);
             }
         }
         // write all left input events...
         ew.add(er);
         ew.flush();
         ew.close();

      // System.out.println(rewrite_out.toString());
         StringReader rewritten_in
                 = new StringReader(rewrite_out.toString());

         // validate...

         SAXParserFactory spf = SAXParserFactory.newInstance();
         spf.setValidating(true);

         SAXParser sp = spf.newSAXParser();

         InputSource is = new InputSource(rewritten_in);
         sp.parse(is, new JNLPErrorHandler());
     }

     @Override
     public void warning(SAXParseException exception) throws SAXException {
         System.err.println(exception);
     }

     @Override
     public void error(SAXParseException exception) throws SAXException {
         System.err.println(exception);
     }

     @Override
     public void fatalError(SAXParseException exception) throws
SAXException {
         System.err.println(exception);
     }