You can also find free Java NN library with a bit of a GUI for constructing nets here: http://www.jooneworld.com/
Don't use "__" before your inclusion guards. Since they start with capital letters, this name is reserved and you are violating the standards.
While neural networks are certainly useful tools, there are other nonlinear modeling algorithms which are much easier to program (like k-nearest neighbors) which can also be useful. I am not recommending one algorithm over another, just suggesting that some algorithms might be easier to start with, if you need to code your own.