Murali, you were almost there
1st, highlight the entire range you want to apply the CF to A1:I1000 (if you highlight the entire range, you dont need to format-paint. Another option would be to adjust the range in the "applies to" box inside the CF window)
then the formula to use is...
=$J1="X"
CF only works on TRUE and FALSE, so there is no need to include them in the formula
Also, you need to absolute the column in the formula...$J1
Also note that if you use a LOT of conditional formatting, it can start to slow your file down