Do you mean using JCS or programms like Captain Cook (or how that one thing was called)? The latter I have yet to try out.

*edit*

With Captain Cook I got until the loading screen of the level, then I got an access violation again. I guess using the bat-files that come with FSP won't work either.

I think there is yet another way to start JJ2, using something called command line. How do I do that?