For Win32, download http://www.ch-werner.de/javasqlite/javasqlite-20060714-win32.zip
and put them into C:/Program Files/Java/.../

For Mac OS X, follow the instructions of http://www.io.com/~bolsinga/archives/2006.html#e216

For Linux, download http://www.ch-werner.de/javasqlite/javasqlite-20060714.tar.gz
and follow the instructions of http://www.ch-werner.de/javasqlite/