It looks that you're leaving some important details out of your question, and without a Minimal, Complete, and Verifiable example it is hard to say where is the problem.
However, note that the sample you're trying to adopt is very old. JGraph has moved on to JGraphX. Consider the following sample that demonstrates the link of JGraphT and JGraphX using JGraphXAdapter.
import javax.swing.JFrame;
import javax.swing.SwingUtilities;
import org.jgrapht.ListenableGraph;
import org.jgrapht.ext.JGraphXAdapter;
import org.jgrapht.graph.DefaultWeightedEdge;
import org.jgrapht.graph.ListenableDirectedWeightedGraph;
import com.mxgraph.layout.mxCircleLayout;
import com.mxgraph.layout.mxIGraphLayout;
import com.mxgraph.swing.mxGraphComponent;
public class DemoWeightedGraph {
private static void createAndShowGui() {
JFrame frame = new JFrame("DemoGraph");
frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
ListenableGraph<String, MyEdge> g = buildGraph();
JGraphXAdapter<String, MyEdge> graphAdapter =
new JGraphXAdapter<String, MyEdge>(g);
mxIGraphLayout layout = new mxCircleLayout(graphAdapter);
layout.execute(graphAdapter.getDefaultParent());
frame.add(new mxGraphComponent(graphAdapter));
frame.pack();
frame.setLocationByPlatform(true);
frame.setVisible(true);
}
public static void main(String[] args) {
SwingUtilities.invokeLater(new Runnable() {
public void run() {
createAndShowGui();
}
});
}
public static class MyEdge extends DefaultWeightedEdge {
@Override
public String toString() {
return String.valueOf(getWeight());
}
}
public static ListenableGraph<String, MyEdge> buildGraph() {
ListenableDirectedWeightedGraph<String, MyEdge> g =
new ListenableDirectedWeightedGraph<String, MyEdge>(MyEdge.class);
String x1 = "x1";
String x2 = "x2";
String x3 = "x3";
g.addVertex(x1);
g.addVertex(x2);
g.addVertex(x3);
MyEdge e = g.addEdge(x1, x2);
g.setEdgeWeight(e, 1);
e = g.addEdge(x2, x3);
g.setEdgeWeight(e, 2);
e = g.addEdge(x3, x1);
g.setEdgeWeight(e, 3);
return g;
}
}

Note that MyEdge extends DefaultWeightedEdge to provide custom toString() that displays edge weight. A cleaner solution would be probably to override mxGraph.convertValueToString, examine content of cells and provide custom labels as needed. toString is a shortcut for the demo and also I noticed that DefaultWeightedEdge.getWeight() is protected, so the extension is needed anyway :)