Very odd this comes up, normally you should be able to get postgres working just fine.
This might be a result of using a very old Mendix version. An upgrade might help.
Either way, you can give Mendix the extra permissions if you wish to do so. You can find the permissions file at <Mendix install directory>/modeler/runtemplates/deployment/data/.policy.template
There you can add the following permission line to allow access to exitVM.0 :
permission java.lang.RuntimePermission "exitVM.0";
I suggest adding it amongst the other runtime permissions for consistency.
Hope this helps.