Hi, I know this thread is really old but since it came up near the top in a Google search on JMF I'm going to add a bit of new knowledge to it that would have helped me out about a week ago.
There's a great library package called Xuggle that does exactly what this guy wanted to do, create a video out of static images. It's much easier to use than JMF and actually current and supported.
http://www.xuggle.com/xuggler/
Here's a tutorial on how to create a video from screenshots of your desktop:
http://wiki.xuggle.com/MediaTool_Int...f_Your_Desktop