From 4501585: 
9) look at the windows native filechooser: you can create a directory
   by clicking one of the little buttons at the top of the window. do it.

   where does the new directory appears? as you see all newly created
   directory always appears as the last entry in the file list.
   if the end of the list isn't already visible, then the list is
   scrolled to make it visible. then the new directory is created, and
   is added as the last entry.
  
   now look at the JFileChooser: it doesnt' put the new directory
   at the end, like windows.

This is true on Win2k w/ 1.4 and on XP w/ 1.4.2.