1) JSP's do not produce Java - all a JSP can do is write a flat, text HTML file and send it to a browser. Period. No Swing, nothing else, just HTML (or in some cases WML, XML etc, but you get the idea...) - so this is why you can't show any Swing components on a "jsp page".
2) The only way to show Swing directly is to use a JApplet. However, IMO, unless you have control over your clients' machines (eg company intranet?), then you'd probably be better off not using an applet that has swing components in it. Browsers cannot display swing unless the user has Sun's Java Plugin installed (~5MB download).
3) One way of giving the *illusion* that you are showing Swing components in a browser is to use WebCream, a product marketed by Cream Tec:
http://www.creamtec.com/webcream
This allows you to run a Swing app on your server and it converts the GUI to HTML/DHTML and sends it to the client - so the client gets something that looks similar to your Swing GUI, but made from HTML + JavaScript. Don't forget - the code is not running on the client's machine, so response will be slower...
I've never tried WebCream, but it looks intersting.
4) Finally, probably the best way to do what you want is to use JavaScript/DHTML to make a rich, interactive client experience. However, you'll tear out your hair trying to get it to work in all browsers....
Good luck!