hi,
your setup looks correct, actually it is correct because if you see the control.js request on the server that means that a session was actually established.
[please note that the host field in the lsconfig.properties file of our GWT demo should point to the Lightstreamer server host; as in your case both hosts point to the same server this does not make any difference, but I suggest you to fix this]

But both Internet Explorer and Firefox status bars don't the usual connected message.
Actually the status bar of a browser can be modified only under certain circumnstances and it is automatically modified by the library only if no onStatusChange is defined on the javascript code.
If you're starting from our demo code then the status bar is not modified but a status indicator is shown by the demo code in the top-left corner of the page (see http://app.lightstreamer.com/GWT_StockListDemo_Basic/ )

I access my GWT application in firefox 4 & internet explorer 8 using the url http://mysite.com:8080/MyTest
as per the notes on the setDomain call you should access your page as http://web.mysite.com:8080/MyTest


Error:Permission denied for <http://mysite.com:9090> to call method Window.alert
what's the onMessage callback? It seems to me that is not from our demo so that I'm not sure what you're referring about.
Anyway, were you able to run our GWT demo as is?