Deployment of cross platform application

I am pretty new to Java and have programmed an applet (or tray) application in netbeans using it's tools. The program uses three separate images for different states of it's tray icon. As a web developer I have run into a very uncomfortable dilemna: I don't know how to property distribute the application!
The biggest problem is the images. At first I thought they could just be next to my applications jar file and later I could get a fancier install working (like maybe using nullsoft on windows). The problem is that I don't know how to tell my java to look just in the folder of my programs jar (since they could extract the files anywhere). I ignorantly thought that if you didn't include a full path when referencing an image, then the relative path would start from where the program jar is located. It appears that the relative path is actually from wherever the user is executing that jar from. Any help?
Ideally I would just put the images in a jar, but that has proven difficult. I created just a jar with the images, imported it into my project, but am clueless how to reference it. I wish netbeans would let you add images to a jar file, or to your project, and there was some easy way to reference it. Then this whole problem would be solved for me.
What do you guys do?

Just right click on the folder where you want to add the images and select new/folder.
Call the folder images and put all your images in it.
You dont need to put them in a folder. You can put them in the source folder alongside your java files. This allows you to just put in the image name in your code.
If you had a project called MyProject with folders src and images you could refer to any image from a java file in your src folder as /images/ImageName.gif.
I think you can also use add jar in the project properties dialog but the first method allows you to cut and paste easier.
When you look in the File view you will see the actual layout of the files and this might help you with the path string.

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