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It seems there is a reading comprehension issue here!
Hughxie and I have copied the nzjdbc.jar file to the lib/java folder (as he noted in his post), and I have also copied it to every component sub-folder, and am still receiving the same error. (Hughxie apparently did the same.)
I opened a ticket with support, noting that I had done the same, and they closed it saying "Not a bug. Please copy to lib/java." I have re-opened my ticket.
Shong, I'm having this same problem and editing the tNetezzaConnection_java.xml file does'nt solved.
I have followed the steps you said, but it only works using the tLibraryLoad component.
Otherwise I get the exception: Exception in component tNetezzaConnection_1