Optimize the loading time of my applet...

Hello,
I'm used to work with Borland JBuilder (v5 and more), but the problem is that its elements are too big. I intend to make several applets that are using these elements.
I would like to know whether it is possible to install once and only once these components on the client computer (via a .exe install program for example) and to use them as if it was normal libraries, such as javax.swing...
If it is possible, would you mind specify me where these archives may be installed, and how should I configure the VM in order to use them properly ?
Thanks a lot for your help
Have a good day

Thaks a lot for your answer !
However, I Don't understand how to make reference to this jar.
I want to store the jdbc driver "JSQLDriver" in the ext directory.
Then, when I try to establish a connection to the database, I should specify something like com.jnetdirect.jsql.JSQLDriver.
However, my servlet answers :
com.borland.dx.dataset.DataSetException: Le pilote : jnetdirect.jsql.JSQLDriver n'a pas pu �tre charg�. Ce probl�me vient peut-�tre du pilote lui-m�me ou le pilote est introuvable dans le chemin de classes.
I kno, it's french language :-)
It means com.borland.dx.dataset.DataSetException:
the jnetdirect.jsql.JSQLDriver driver can't be loaded. THis problem is du to the driver itself, or the driver is not findable in the classpath.
I have put the SQLDriver.jar in the directory you specified, how should I proceed so ?
Thanks a lot for being attentive to all my problems. ;-)
Have a good day

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    Ok, who ever posted this message is hacking me  and i can't believe you guys are helping
    Date: Thu, 27 Jan 2011 11:07:28 -0700
    From: [email protected]
    To: [email protected]
    Subject: Optimization on Load Time (Large Images and Sounds)
    Hi,
    I have an all flash website that works by having each portion of it to load and unload in the center of a frame based off the navigation chosen.  Load times on everything but one part of my site are ok.
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    On Tue, 6 Jan 2009 01:29:41 +0000 (UTC), "Team Liquid Fire"
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