no se si te resolvera algo, pero en un foro de Sun comentan tu mismo problema y la respuesta "ganadora" tiene pintas de ser:
"When running from the promt without specifying a classpath, the classpath from the environment variables is used. Check it with echo %classpath%
This probably points to the jmf-installation directory and the jmf.jar in the installation directory.
When you run from an ide or from a jar-file you have probably just pointed out jmf.jar in your classpath and not the jmf installation directory.
The program will then not find the jmf.properties file and the getDeviceList will return an empty list."
el thread completo (hay que leerselo porque dicen algo mas por arriba) en:
forums.sun.com/thread.jspa?threadID=525026