As your link says, the classic test for normality is the Kolmogorov-Smirnov test. IN JMP for some reason they prefer the Shapiro-Wilk test.

The Kolmogorov-Smirnov test (K-S) and Shapiro-Wilk (S-W) test are designed to test normality by comparing your data to a normal distribution ....

This is a little better....http://en.wikipedia.org/wiki/Kolmogorov-Smirnov_test

And here is a test in SPSS http://faculty.chass.ncsu.edu/garson/PA765/kolmo.htm