I always run JForex in the high performance Java Server VM. This uses a Visual Basic Script to filter the incoming jnlp and insert some stuff (link to that post below).
You could use the much higher performance Java Server VM which is available in the JDK.
A standalone launch would use java -server xxxxx. However, JForex launches with Java Web Start and fetches a jnlp specification. So that spec needs to be filtered before execution.
To launch you need to use a script which filters the jnlp to use the Server VM. This is a Windows only solution...
I'm not sure, however, that it would be significantly faster or that your problem is CPU and not, I/O.
If you want further info on extreme High Performance, let us know.
Refer to the post linked below. I don't have time to help you but if you're determined you can figure it out. Feel free to hack the script any way you wish !!
viewtopic.php?f=65&t=47842
HyperScalper