The released set of JARs changed in the latest RC3 build, so you should only need the first two (jogl.all and gluegen-rt). Sorry, the tutorials haven't been updated yet
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The "gluegen-rt.dll: Can't find dependent libraries" is a little more worrisome -- glugen-rt.dll isn't supposed to depend on any other DLLs except kernel32.dll and msvcrt.dll. You can verify this with Dependency Walker (
http://www.dependencywalker.com/). If you're getting this error, then you're probably missing C:\Windows\System32 in your path somehow. But that's supposed to be a default, so I'm not sure why the loader wouldn't be searching there.
Maybe you're trying to use a 64-bit build on 32-bit Windows, or vice versa?