Without JAI, JMAGE wouldn't be possible. JAI is a SUN API and stands for Java Advanced Imaging. Given the history and generally low acceptance of AWT, JAI was conceived to fill a void and provide advanced imaging features for Java. One of AWT's major problems - performance - is addressed by making use of native hardware acceleration. Depending on what kind of CPU and operating system installed, you can configure the JVM to include native libraries that speed up image processing operations significantly.
The extraordinary thing about JAI is that it does that transparently. Take away the native libs and java does the job for you software based without any kind of configuration change - it just works.
Jmage ships with the software only version of JAI, however given a performance boost >100% we strongly recommend you turn hardware acceleration on. JAI setup explains how to do this. For further information on JAI, check it's website and the excellent tutorial.