I don't know at what level the plaf modules start using native windowing services, but there's the possibility that the reason that you get an unsuppported look-and-feel exception is that the low-level native windowing services are simply not available because they are part of Windows, and you're not running Windows. I can say, however, that while Linux users might be more tolerant, if you were ever to force the MS-WINDOWS look-and-feel on MACINTOSH users, they'd be coming after you with the ropes and knives and sharpened farm implements!
An IDE is no substitute for an Intelligent Developer.
Tim is right. The services just aren't there. Also I read somewhere that it was actually a copywrite infringement for the Windows Look and Feel to be ported to other platforms. So MS would be coming after you with knives and pitchforks, etc.