I just got my N800, and Pandora worked 'out of the box.' You do need to click "no" when it asks if you want to abort the scripts that are taking so much time.

I noticed that after messing with bluetooth & wireless settings, adding some apps, etc., Pandora would no longer work - the status bar would hang just as described by Akai. No Java message asking if I wanted to continue or not.

I looked for a way to restore to how it was out of the box, and found a restore user settings menu off of the Control Panel drop down box. Once I reset (I did have to enter wireless settings again) Pandora started working again.