Well, I have to admit, it is a lot easier than it used to be. A few caveats, though:

• I prefer to configure after the installation manually. I had one nasty failure during install at some time when I was using automatic configuration during install (This was actually because I installed JES on an AD domain controller, so port TCP/389 was bound, so the LDAP configuration would fail, and (almost) all other configuration after that depends on the availability of the config server).
• When configuring the directory server, please edit the directory server properties file before running DSConfig.bat. The README doesn't say so, but I had a much better time when I did.

When uninstalling JES, you might end up with a case where the Directory Server Windows Service was not unconfigured. In that case, you must go to HKLM\System\CCS\Services and delete the keys for slapd-(your server identifier here).