A step-by-step tutorial for setting up JCreator with leJOS NXJ

Being one of the developers of the leJOS NXJ Open Source project, a Java platform for the NXT, some people asked me for help in setting up JCreator for working with leJOS NXJ.
JCreator is a light-weight Java IDE that comes in a free community edition as well as a commercial one; it's not my favorite one (I prefer Eclipse), but I noticed teachers seem to like it for their robotics classes, considering the barrier to entry pretty low.

So here it is: a step-by-step tutorial on how to set up JCreator with leJOS NXJ, allowing you to program your NXT with Java using JCreator.