Before you run your debug-enabled application, redefine the CLASSPATH environment variable to reference the /devclasses subdirectory under your jConnect installation directory:
For UNIX, replace $JDBC_HOME/classes/jconn3.jar with $JDBC_HOME/devclasses/jconn3d.jar.
For Windows, replace %JDBC_HOME%\classes\jconn3.jar with %JDBC_HOME%\devclasses\jconn3d.jar.