JCheckBox does not appear in JToolBar in Windows L&F under XP. Try the following on XP in 5.0u9 (or later) or 6.0 or 7.0:

import javax.swing.*;
import java.awt.*;
import java.awt.event.*;

public class TBCBTest extends JFrame {
    
    public TBCBTest() {
        super("TBCBTest");
        
        JToolBar tb = new JToolBar();
        tb.add(new JCheckBox("One"));
        tb.add(new JCheckBox("Two"));
        tb.add(new JCheckBox("Three"));
        
        add(tb, BorderLayout.NORTH);
    }

    private static void createAndShowGUI(String[] args) {
        TBCBTest test = new TBCBTest();
        test.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
        test.pack();
        test.setLocationRelativeTo(null);
        test.setVisible(true);
    }
    
    public static void main(final String[] args) {
        SwingUtilities.invokeLater(new Runnable() {
            public void run() {
                try {
                    UIManager.setLookAndFeel("com.sun.java.swing.plaf.windows.WindowsLookAndFeel");
                } catch (Exception e) {
                }
                createAndShowGUI(args);
            }
        });
    }
}

The problem goes away if you use the -Dswing.noxp flag.