How are you writing up the code. I will suggest to use eclipse IDE, it will make your tasks simple
If you are using eclipse. You need to do import the jar Filters.jar to your build path
which as you mentioned you downloaded from JHLabs Download page
I found Filters.jar inside dist directory.
Then you will be able to import the class or package
import com.jhlabs.image.*;
OR
import com.jhlabs.image.CheckFilter;
After importing the class or package you will be able to create object to it by
CheckFilter checkFilter = new CheckFilter();
In case you are totally new you can take help from people over IRC or chat and get going.
Someone would be able to quickly help you out
----==----==----==----==----==----==----==----==----
Read your comments and Question again.
You are totally missing the point. If you call to CheckFilter() directly without invoking new keyword, compiler will consider you are trying to access a method which is inside the class you are writing up. and give you error.
As I mentioned above. Your are trying to accessing Instance variable for the class without declaring it. Either do
CheckFilter checkFilter;
before you access checkFilter variable or directly instantiate the class the way I mentioned.
Seems to me you are missing a log of points :D