As of tiger b22, the "My Network Places" icon is clipped in the sidebar of a JFileChooser running with the Windows LAF on Windows XP.  It appears that the font being used is too large.  This is probably the source of the problem.

There were quite a few Swing fixes putback into b22, though the following looks relevant:
4918331 : Swing's windows look and feel is no longer using system fonts

Strangely, there is a second putback comment for this bugid:
4918331 : Swing's windows look and feel is now using the system fonts again.