Applet packaging and preloading is a very delicate matter.
Generic browsers store downloaded applets in browser cache. Once downloaded, the applet uses locally cached jars - this greatly reduces bandwidth consumption and startup time.
The general "progress bar" is a small applet which preloads all necessary jars for the main applet. When all jars are loaded into browsers cache, the main applet starts up. Note that generic browser (i dont mean IE) does not cache resources loaded by applet itself. You still have to use javascript or some hidden frame to preload jars.
the current public technopolies version
http://213.232.242.32/technopolies uses this approach to load necessary libraries at startup, but the upcoming version will load necessary jars at runtime.