Your command misses the following parameter: -Djava.library.path
.
To use integrated security, the library 'sqljdbc_auth.dll' must be added to the execution environment. This library can be found in the same folder as 'mx.jar', so adding the following text to the java command must be sufficient:
-Djava.library.path=D:\Mendix\KentekengegevensLeasemij\WEB-INF\lib
Please note that the library delivered by the Mendix platform only runs on 32 bit Java. To obtain a 64 bit version of the library, contact Mendix or download it from the Microsoft SQL Server site:
Microsoft SQL Server JDBC Driver 2.0 for Mendix 2.4.3
Microsoft SQL Server 2005 JDBC Driver 1.2 for Mendix 2.4.0, 2.4.1 and 2.4.2