According to MSDN (see http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnwxp/html/xptheming.asp) AWT should use a special manifest file to all the AWT applications to look fine on WinXP. This manifest can be either linked into awt.dll or simply put into the same folder where executable file (java.exe) is. As the second way requires some end-user actions, the manifest is to be linked into the library at the build time.
Second, when the manifest is linked, a new version of common controls library (comctl32.dll) is automatically used. That means that AWT should now use another window subclassing schema (see http://msdn.microsoft.com/library/default.asp?url=/library/en-us/shellcc/platform/commctls/userex/subclassingcontrols.asp).