You are not insane. I get almost identical
behavior on WinXP. Never totally solved it
because my objective was to get MySQL JDBC
connectivity in JBuilder and I finally got
that to work. (Next is Tomcat, but I'll
try that bridge again later.) One thing I
found out is that everything had to go into
the classpath, including the location of the
test class  (your testconnj and my connect)
and half of jre/lib/ext. Shouldn't have to
be that way. Got a classpath in my JBuilder
test project something like 1000 characters
long. Partly just venting here. Try adding
the other stuff to your classpath and see if
it helps.