The little command line was the way to resolve a bug which just needed 1h to debug. The windows zip file explorer extension causes the JFileChooser dialog to get really slow. It just needs like 30sec just too call the constructor. Running the command line will unregister the zipfile extension. Afterward, your java application will run smooth as you expect it to be.

This bug is know for a long time, as u can see here: http://bugs.sun.com/bugdatabase/view_bug.do?bug_id=5050516