Playing with Web Start
After a lot of frobbing around I got a simple java webstart demo working for jjmpeg.jjmpegdemos.jnlp
Assuming you have Java Web Start installed this should launch the application - and after a lot of 'this is untrusted' errors should end up with the application running. It lets you run very simple music player demonstration. It uses JOAL for the audio output and jjmpeg for the decoding.
You also need to have the ffmpeg shared libraries installed. A recent version. Which probably means this wont work with microsoft platforms yet - although I suppose if the ffmpeg librariesthat are available here: http://ffmpeg.zeranoe.com/builds/ are in the path it might work.
On GNU/Linux it will depend on compatible libavcodec/etc versions, I'm using using Fedora 13 and 14, and it worked fine on both with ffmpeg-libs from rpmfusion. I also tested x86 and amd64 platforms.
Anyway this is really just an experiment - I doubt it will work in general on every platform.