JDOM
doesn't constrain the choice of parsers - you can use any parser you want. However since JDOM is built over DOM, your parsing shouldn't be SAX-based method.
SAX parsers are always lightweight since they are event-based. DOM parsers offer flexibility of random access, traversal and easy mutators of the XML data, but they consume significant memory since they represent the whole document as an in-memory tree.
Having said that, for small XML documents you will really not see a big difference between SAX and DOM. The performance issues become significant only when you're dealing with relatively large documents.
Hope that helps,
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Ajith Kallambella M. Sun Certified Programmer for the Java�2 Platform.
IBM Certified Developer - XML and Related Technologies, V1.