Sun has announced the Java Desktop Integration Components (JDIC) project, which is designed to help you integrate your applications with the native desktop better than you can currently. (No writing JNI stuff yourself!)
Part of this includes support for embedding the native browser. That’s a great feature, but it currently only works on Windows, Linux and Solaris. I do hope they add Mac support for that.
That niggle aside, this may come in handy with my current project at work. Our users there are all using Windows.