I donβt think there is a way to do this without resorting to a third-party library. (Or roll your own, but you said easy.)
SWT (Standard Widget Set) contains support for embedding ActiveX controls. SWT is an alternative to Swing, although there is a degree of compatibility between them.
Here is an example of embedding Windows Media Player in a SWT window.
An alternative is the Jacob project, although I myself have not used it.
As for "is it worth it?" What can I say from experience that SWT makes this relatively easy, but if your application cannot gracefully not have them available by relying on COM components, you lose the ability to work on multiple platforms, which makes Java attractive in first of all.
alexmcchessers
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