I've never had problems implementing it in Swing. I even was able to add "Add all", "Remove all" and "Swap elements" buttons without much effort. I can't imagine that it would be so much harder in JFace.
For those that don't know what a DualList is (I had to look it up as well):
http://www.metabuilders.com/Tools/DualList.aspx has an example.