Without seeing your code, I can only guess that to load an image, you're currently doing something like
java.awt.Image image = java.awt.Toolkit.getDefaultToolkit().getImage("images/moosefly.gif");
This won't work when everything is all jarred up. For this situation, you'll want to make use of java.net.URLClassLoader, as described in
the "Using JAR-related APIs Introduced in 1.2" lesson of Sun's
Java Tutorial.
java.awt.Image image = java.awt.Toolkit.getDefaultToolkit().getImage(java.net.URLClassLoader.getSystemResource("images/moosefly.gif"));
I can verify that this does work, as I just tested it.
For more complete steps to creating a working demo, I'll post an addition to
the "Creating an Executable JAR File" thread.