I would start by getting this EXAMPLE working...https://code.google.com/p/jintellitype/downloads/list
Second i think the issue might be you are trying to use it in an Applet in a browser correct? I don't think that will work because the Applet is "sandboxed" security model not allowing access to things like the OS and file system.
Plus what if someone hit your application from a browser in Linux or MacOSX the Applet would not be able to use the Windows API.
Maybe I should take a step back and ask you what is your goal of using Jintellitype in a browser applet?