First off there is not a file called "phex.jar" inside of MacPhex...
Even if there was MacPhex wouldn't call it right. MRJ 3.0 (or java2 1.3) doesn't come standard with the XML jars, they need to be installed. The class is an easy way of calling them (and the Phex jar) instead of installing them. I think you put Phex .4.6 back in...
Please Email me, if you think I'm wrong, with what you have (macxster@mac.com).