To create a custom shape for bubbles, use the Set Shape() message. You can specify circles, triangles, squares, diamonds, or arrows., If you want a different shape, use the Custom option.
The following example uses the Custom option to create a star shape:
Open("$SAMPLE_DATA/SATByYear.jmp");
Bubble Plot(
      X( :SAT Math ),
      Y( :SAT Verbal ),
      Sizes( :Name( "% Taking (2004)" ) ),
      Time( :Year ),
      ID( :Region, :State ),
      Label( "All" ),
      Set Custom Path(
            "M0.0000000043773431269,-1.07460777055145 L0.299096856653163,-0.408779440996587 L1.02476323781679,-0.330073659953875 L0.483948891847551,0.160136612800349 L0.633338521445479,0.874607770551445 L0.0000000043773431269,0.511746026223682 L-0.633338539628289,0.874607770551445 L-0.483948883092865,0.160136612800349 L-1.02476323781679,-0.330073713828868 L-0.299096847898477,-0.408779434262213 L0.0000000043773431269,-1.07460777055145 z"
      ),
      Set Shape( "Custom" ),
      Title Position( 505.3, 566.5 ),
      SendToReport(
            Dispatch(
                  {},
                  "1",
                  ScaleBox,
                  {Min( 490 ), Max( 580 ), Inc( 10 ), Minor Ticks( 0 )}
            ),
            Dispatch(
                  {},
                  "2",
                  ScaleBox,
                  {Min( 490 ), Max( 580 ), Inc( 10 ), Minor Ticks( 0 )}
            ),
            Dispatch( {}, "Bubble Plot", FrameBox, {Frame Size( 619, 336 )} )
      )
);