Excuse me, could i ask that how can i use the JME in the jbuilder 9?ThX. 
First step…
Uninstall JBuilder 9
Second step…
Install Eclipse (http://www.eclipse.org/)
Third step…
Check out the jME wiki for instructions:
http://www.jmonkeyengine.com/wiki/doku.php?id=getting_started
Haha ok just kidding (well kinda ;))
At work I have JBuilder 2005 which is one of the last versions that used Borland's old IDE framework.
Although we are currently using JBuilder 2007 which is built on the open source Eclipse IDE platform. I really like the features they've built on top of Eclipse such as the completely integrated UML modeling framework allowing you to reverse engineer class and sequence diagrams. Although the price is pretty steep and I'd never pay to use it for my personal development, but because it's eclipse it's an easy transition from work to home IDE's.
So anyways, I've setup jME in JBuilder 2005 and I can give you my tips on setting it up.
Follow the same steps as the eclipse guide for downloading the latest jME code from the CVS repository (you might have to do this outside of JBuilder).
Create a project from existing source:
File >> New >> Project for existing source
This will pickup all the jar libraries from the jME/lib area and add them to your build path.
Make sure you specify JDK 1.5, and that the project properties is specified to build code 1.5+ otherwise you'll get tons of Java 1.5 errors.
Build the project (hopefully successfully).
To run one of the sample programs (HelloWorld) create a new run configuration, and in the VM Arguments box you need to specify that the LWJGL native libraries are on your path. The easiest way is to set the java.library.path property for example specify the following vm argument (this assumes that your working directory is the jME folder that contains the /lib directory containing the native libraries *.dll, *.so):
-Djava.library.path=lib
Once that is set you should be able to successfully run jME.
Thank you very much.