I downloaded the last stable version of POI (3.9 http://www.eu.apache.org/dist/poi/release/bin/poi-bin-3.9-20121203.zip). When I started to write my program, I didn`t see the class WorkbookFactory. In the docs, the class can be in the path org.apache.poi.ss.usermodel.WorkbookFactory
See http://poi.apache.org/overview.html#components - you need the ooxml jar (and dependencies) for XSSF