do they let you use .htaccess files? With those you can do two things: Add the mime type, and (using mod_rewrite) make the .php report itself as .jnlp (useful for dynamic JNLP files). No need to edit httpd.conf.
Most hosts allow you to use .htaccess files in the manner I describe. The Xith3D JWS tutorial has some more info on this.
Will.