I'm having a right old nightmare with JPype. I have got my dev env on Windows and so tried installing it there with no luck. I then tried on Ubunto also with no luck. I'm getting a bit desperate now. I am using Mingw32 since I tried installing VS2008 but it told me I had to install XP SP2 but I am on Vista. I tried VS2010 but no luck, I got the 'error: Unable to find vcvarsall.bat' error. Anyway, I am now on Mingw32
Ultimately I am trying to use Neo4j and Python hence my need to use JPype. I have found so many references to the problem on the net for MySQL etc but they don't help me with JPype. 
If I could fix unix or windows I could get going so help on either will be really appreciated. 
Here's the versions..
Windows: Vista 64
Python: 2.6
Compiler Mingw32: latest version
Jpype: 0.5.4.1
Java info: 
java version "1.6.0_13"
Java(TM) SE Runtime Environment (build 1.6.0_13-b03)
Java HotSpot(TM) 64-Bit Server VM (build 11.3-b02, mixed mode)
I run:
python setup.py install --compiler=wingw32 
and get the following output.
Choosing the Windows profile
running install
running build
running build_py
running build_ext
building '_jpype' extension
C:\MinGW\bin\gcc.exe -mno-cygwin -mdll -O -Wall -DWIN32=1 "-IC:\Program Files (x86)\Java\jdk1.6.0_21/include" "-IC:\Program Files (x86)\Java\jdk1.6.0_21/include/win32" -Isrc/native/common/include -Isrc/native/python/include -Ic:\Python26\include -Ic:\Python26\PC -c src/native/common/jp_array.cpp -o build\temp.win32-2.6\Release\src\native\common\jp_array.o /EHsc
src/native/common/jp_array.cpp: In member function 'void JPArray::setRange(int, int, std::vector&)':
src/native/common/jp_array.cpp:56:13: warning: comparison between signed and unsigned integer expressions
src/native/common/jp_array.cpp:68:4: warning: deprecated conversion from string constant to 'char*'
src/native/common/jp_array.cpp: In member function 'void JPArray::setItem(int, HostRef*)':
src/native/common/jp_array.cpp:80:3: warning: deprecated conversion from string constant to 'char*'
gcc: /EHsc: No such file or directory
error: command 'gcc' failed with exit status 1
So on unix Ubunto the problem is as follows:
Java version: 1.6.0_18
JPype: 0.5.4.1
Python: 2.6
Java is in the path and I did apt-get install build-essentials just now so have latest GCC etc. 
I won't paste all the output as it's massive. So many errors it's like I have missed the install of Java or similar but I haven't. typing java takes me into version above. This is the beginning:
running install
running build
running build_py
running build_ext
building '_jpype' extension
gcc -pthread -fno-strict-aliasing -DNDEBUG -g -fwrapv -O2 -Wall -Wstrict-prototypes -fPIC -I/usr/lib/jvm/java-1.5.0-sun-1.5.0.08/include -I/usr/lib/jvm/java-1.5.0-sun-1.5.0.08/include/linux -Isrc/native/common/include -Isrc/native/python/include -I/usr/include/python2.6 -c src/native/common/jp_javaenv_autogen.cpp -o build/temp.linux-i686-2.6/src/native/common/jp_javaenv_autogen.o
cc1plus: warning: command line option "-Wstrict-prototypes" is valid for Ada/C/ObjC but not for C++
In file included from src/native/common/jp_javaenv_autogen.cpp:21:
src/native/common/include/jpype.h:45:17: error: jni.h: No such file or directory
In file included from src/native/common/jp_javaenv_autogen.cpp:21:
src/native/common/include/jpype.h:77: error: ISO C++ forbids declaration of ‘jchar’ with no type
src/native/common/include/jpype.h:77: error: expected ‘,’ or ‘...’ before ‘’ token
src/native/common/include/jpype.h:82: error: ISO C++ forbids declaration of ‘jchar’ with no type
src/native/common/include/jpype.h:82: error: expected ‘;’ before ‘’ token
src/native/common/include/jpype.h:86: error: ISO C++ forbids declaration of ‘jchar’ with no type
src/native/common/include/jpype.h:86: error: expected ‘;’ before ‘&’ token
src/native/common/include/jpype.h:88: error: expected ‘;’ before ‘private’
src/native/common/include/jpype.h:89: error: ISO C++ forbids declaration of ‘jchar’ with no type
src/native/common/include/jpype.h:89: error: expected ‘;’ before ‘*’ token
In file included from src/native/common/include/jpype.h:96,
                 from src/native/common/jp_javaenv_autogen.cpp:21:
And this is the end:
src/native/common/include/jp_monitor.h:27: error: ‘jobject’ does not name a type
src/native/common/jp_javaenv_autogen.cpp:30: error: ‘jbyte’ does not name a type
src/native/common/jp_javaenv_autogen.cpp:38: error: ‘jbyte’ does not name a type
src/native/common/jp_javaenv_autogen.cpp:45: error: variable or field ‘SetStaticByteField’ declared void
src/native/common/jp_javaenv_autogen.cpp:45: error: ‘jclass’ was not declared in this scope
src/native/common/jp_javaenv_autogen.cpp:45: error: ‘jfieldID’ was not declared in this scope
src/native/common/jp_javaenv_autogen.cpp:45: error: ‘jbyte’ was not declared in this scope
error: command 'gcc' failed with exit status 1
Edit the Setup.py and remove the /EHsc option.
JPype compile problems