The com.sun.net.httpserver solution is not portable across JREs. Its better to use the official webservices API in javax.xml.ws to bootstrap a minimal HTTP server...
import java.io._
import javax.xml.ws._
import javax.xml.ws.http._
import javax.xml.transform._
import javax.xml.transform.stream._
@WebServiceProvider
@ServiceMode(value=Service.Mode.PAYLOAD) 
class P extends Provider[Source] {
  def invoke(source: Source) = new StreamSource( new StringReader("<p>Hello There!</p>"));
}
val address = "http://127.0.0.1:8080/"
Endpoint.create(HTTPBinding.HTTP_BINDING, new P()).publish(address)
println("Service running at "+address)
println("Type [CTRL]+[C] to quit!")
Thread.sleep(Long.MaxValue)
You can also try this code:
import java.io.*;
import javax.xml.ws.*;
import javax.xml.ws.http.*;
import javax.xml.transform.*;
import javax.xml.transform.stream.*;
@WebServiceProvider
@ServiceMode(value = Service.Mode.PAYLOAD)
public class Server implements Provider<Source> {
    public Source invoke(Source request) {
        return  new StreamSource(new StringReader("<p>Hello There!</p>"));
    }
    public static void main(String[] args) throws InterruptedException {
        String address = "http://127.0.0.1:8080/";
        Endpoint.create(HTTPBinding.HTTP_BINDING, new Server()).publish(address);
        System.out.println("Service running at " + address);
        System.out.println("Type [CTRL]+[C] to quit!");
        Thread.sleep(Long.MAX_VALUE);
    }
}