cvs -d:pserver:anonymous@drts.cvs.sourceforge.net:/cvsroot/drts login
cvs -z3 -d:pserver:anonymous@drts.cvs.sourceforge.net:/cvsroot/drts co -P projects/jxinput
JXInput.jar has to be part of your CLASSPATH, JXInput.dll has to be in a place where Windows is able to find it. I prefer to have the DLL just in the directory where the application starts.
Place both files into one directory and double-click JXInput.jar. If your JRE is setup correctly, this should start an dialog showing what your inputdevice is able to perform. This is a good and easy test to find out wether everything is fine with JXInput.