When you say that the RemoteDataImpl_Stub class is put under the RemoteDataImpl class, I am assuming that you mean in the tree structure that JBuilder builds in the project window. While it may look like it is under (and in the tree it is), the file is actually put at the same package level as the RemoteDataImpl class.
By default JBuilder creates a classes directory in your project folder. If you go to that folder you will find that the RemoteDataImpl and the RemoteDataImpl_Stub classes are in the same folder (certify). So you don't need to put anything to put the RemoteDataImpl_Stub class under that.
The problem I think you are running into was one that bugged me like no other...
When you start up the rmiregistry, it uses the classpath of your system, or the classpath of the current terminal window that you are running it from. Which means that if you don't have the appropriate directory specified in your classpath, you'll get the "class not found" error. If you search any of the many discussion groups out there you'll see that you aren't the only one to have run into this problem either.
The appropriate fix is to set the classpath with an entry that points to your certify folder. For example, if you had your project stored in c:\Jbuilder5\myproject\, you'd want to put C:\Jbuilder5\myproject\classes\certify; into your classpath system environment variable. I don't remember if you have to re-start JBuilder or not to have it pick up the change, but you might try it.
I think you can also start the rmiregistry from the directory that your package starts in and it will work as well. In this case that would be the classes directory.
Good luck, and post back if that doesn't fix it.