Based on your description of having an Applet I don't see any option but to include the jar file in the applet tag as the applet runs on the client side.
You could set HTTP cache headers for the jar files to allow the client browser to cache them, therefore, you only pay the download cost only once.
For frequently changing jar files include the a version number in the jar file name to avoid client side caching issues with same named but contentually different jars.
Edit: Although the question is about the way tomcat discovers the jars I think the root cause of the problem is elsewhere.
In Tomcat 6 on the server side Tomcat searches the $TOMCAT_HOME/lib and WEB-INF/lib directories for your jar files. If you add or remove files there you usually need to restart the entire Tomcat instance.
Edit2:
Your experience about locating the jar file might be because you run the HTML page from the same directory where your webapp resides or you have the JAR file in a common place or common classpath location (for example in the JRE/lib/ext directory).