How to set system Look & Feel (as opposite to Java Look & Feel) in a Java 1.5 application (including JFileChooser and others dialog)
In the application main method add:

try {
  javax.swing.UIManager.setLookAndFeel(javax.swing.UIManager.getSystemLookAndFeelClassName());
} catch (Exception e1) {
  System.out.println("Cannot use system look and feel");
}