Everything not original JJ2 was actually limited (included exclusive levels/characters) shareware games sold for a lot of money. Only TSF demo (a demo of a "sold high price shareware") was downloadable.
It confuses me that JJ1 and the first HH's were termed "shareware" (probably sold like my shareware disk of Jazz1) but they could be downloaded at the net? From Jazz2 and up they are called demo's and they were only available by download. Funny enough they called the free episode in JJ2&+ for "Shareware Demo".