I'm not at my Mac right now, but you can put the .JAR:s in "/System/Library/Java/Extensions". Or you can always use the "-cp" switch along with "java" when you're running your app.
I.e: "java -cp /my/own/classes/jar.jar:/my/own/classes/jar2.jar myApp"
... I don't recall ever seeing JAF by default on X. But I could be wrong. Should be a breeze to add though if it's not already there.