To expand a bit on that, if it's not one of the predefined ones, you'll need to make your own. It's just a whitespace-separated text file with details about each J sequence. The human_gl.aux it points to has a couple comment lines that can help get you started:

#gene/allele name, first coding frame start position, chain type, CDR3 stop, extra bps beyond J coding end.                                                                                                                       
#All positions are 0-based