Umm nope (nymon and Core-Dump) I already had that configured, so that was not the solution. Hey everyone, I finally solved this problem on my own and for those lost souls who suffered with this I'm going to explain the solution. For those others who are lazy and don't want to compile jme physics for JME 2.0 then you can email me and I'll send you the .jar or if there is an option to publish it on the internet I would do it without any prob.
1. First you have to download the source from http://code.google.com/p/jmephysics/source/checkout with SVN
2. Then you have to create a project of type class library in netbeans (I used this IDE). You can create it anywhere in your pc
3. Go to the downloaded source of step 1 and being on the root directory go to src and copy all its content and then paste it under the src folder of the project created in step 2.
4. Go to the downloaded source of step 1 and on the root dir go to impl/ode/src and copy all its content and then paste it under the src folder of the project created in step 2. If it asks to overwrite click on Yes everything
5. In the project of step 2, as a library (Add as a jar option in netbeans) add the odejava-jni.jar that already comes in svn/impl/ode/lib. And then with the same option add all the .jar libraries that come in the JME_2.0_Distribution.zip that you can download on http://code.google.com/p/jmonkeyengine/downloads/list
6. Compile the project succesfully and now you have your .jar for physics in JME 2.0 (my jar is called JME2Physics.jar!)
I was having that exception BECAUSE I didn't know I had to make step 4, I mean I wasn't including the source files for the IMPLEMENTATION!!! That is why the system never found any implementation of physics. And obviously don't forget that you have to add the -Djava.library.path for the natives and the odejava-jni.jar in the game/application that is going to use the JME2Physics.jar
Feel free for questions or suggestions. I hope this can help you. Farewell.
Agustin
condeagustin@hotmail.com
Colombia, the best country!!