Display splash screen while downloading applet jar file

I've tried to search the forums, but most results I get are how to display a splash screen while the classes are loading. Unfortunately, the classes do not begin loading until after the jar file has been downloaded. How does one go about showing as splash screen as the jar file containing the classes is downloaded?
Thanks for the help!

"Java 5 provides a capability in this area"- Unfortunately, due to circumstances out of our control we are stuck on java 1.4.x.
"How you do that is your problem."- I'm so glad I can count on the helpful java community. Thanks.
Since it appears that "warnerja" is discusted by my question (mabye had a bad day) and is leaving me out in the cold, does anyone have any ideas on how I can implement her/his suggestion. I can break my jar file into multiple seperate jars and as each one loads I can update a progress bar. Unfortunately, I do not know where to begin with this code wise nor do I know if this is the best solution to this problem. I would think this to be a common problem.
Thanks for your help!

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