So, I finally got around to installing JME on my machine, but now I am having a problem where there are errors in 50 or so of the classes. Could this be because I am using the newer version of the JDK or something else? Any help in this would be greatly appreciated :D.
The errors I am getting mostly seem like there are just standard coding errors. Like in the BoneAnimation class: "references to generic class type <t> should be parameterized".
I did what you said but it is still not working correctly. I don't understand why this is so hard for me to get working. I'm using Java version 6 if that helps.
I'm now getting this error whenever I try to run the HelloTerrain file:
com.jme.system.JmeException: Cannot create window: Could not find a valid pixel format
at com.jme.system.lwjgl.LWJGLDisplaySystem.initDisplay(LWJGLDisplaySystem.java:457)
at com.jme.system.lwjgl.LWJGLDisplaySystem.createWindow(LWJGLDisplaySystem.java:145)
at com.jme.app.BaseSimpleGame.initSystem(BaseSimpleGame.java:341)
at com.jme.app.BaseGame.start(BaseGame.java:65)
at jmetest.TutorialGuide.HelloTerrain.main(HelloTerrain.java:64)
Usually something like that is because you're targeting 1.4 in your IDE settings, or something like that. What kind of errors are they?
Thanks to all that helped, I finally got it to work! 
All I needed to do was install the correct drivers for my card(My old card fried so I thought I put a radeon 9600 in but it happened to be a 9200).
Leion,
I