Most likely your server does not have X11 running. This is a Java (AWT/Java2D) issue, not something that is specific to JFreeChart. There is some more information at Sun's website:

http://java.sun.com/products/java-media/2D/forDevelopers/java2dfaq.html#xvfb

In addition, the following thread in the JFreeChart forum contains some useful information:

http://www.jfree.org/phpBB2/viewtopic.php?t=1012

Source: JFreeChart FAQ