Hi Nozing. Welcome to the forum (from me, too)
The exception you have mean that you don't have the "jogl.jar" file in the correct path... from what you say here, you probably haven't installed the native libs also (i.e. jogl.dll for windows, jogl.so for linux, jogl.dnylib for mac), I can just redirect you to the relevant page at xith.org : http://www.xith.org/pages/installing_xith3d.html
I think, this is wrong. Well, maybe this will additionally cause errors. But...
Exception in thread "main" java.lang.NoClassDefFoundError: com/xith3d/render/jogl/RenderPeerImpl
This is due to the fact, that no such class exists anymore. Xith has switched from the old jogl to jsr-231 some time ago. So the package name is now com.xith3d.render.jsr231
.RenderPeerImpl (if you're still using 0.8.0).
If you should decide to use a more recent version and checkout from SVN then make sure to replace all occurrences of "com.xith3d." to "org.xith3d.". I would advice you to do so, if you want to further work with xith. Very many things have been added to xith and xith-tk to make your life easier.
Maybe we should consider releasing a community build release the next days.