OK, incorporating other JAR files, source files, class files, etc. in a Java agent can be done one of a few ways:
When you click the "Edit project..." button, you can elect to add resources, class files and so on to the Java agent directly. There's a dialog to do just this. The advantage with this approach is that the source and dependencies for your code are all held in one place, and they replicate.
You can either link to files on your machine in this way, or you can include them in a Java library within the application, and link to that.
If you don't want to physically include your JAR files in a project, you can link to them via the Notes equivalent of a class path. This is the "JavaUserClasses" notes.ini variable -- see the help for more, and be aware that it has a size limit.
Finally, check that your third party JAR files are compatible with the version of Java you're using. Notes 6 uses Java 2 1.3, whereas Notes 5 uses the ancient Java 1.1.8.
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