Don’t go by that AlienFlux example - I’m going to make a better package for him :). (waiting for the newer LWJGL). It works but isn’t the best way.
There are articles on packaging for the Mac here:
http://java.sun.com/developer/technicalArticles/JavaLP/JavaToMac3/
You put the native libs in the Resources/Java folder of you application package.
Send me the files (include mac native code) and I can package it for you. (scott dot palmer at 2connected dot org)
Make a nice 32-bit 128x128 icon (PNG, TIFF, whatever) and I can have a nice app ready with simple drag-n-drop install.
I’ve managed to do this for AlienFlux and a Xith3D app that is in beta and it isn’t very hard at once you know how OS X expects things.
All you need is the icons file, any native libs, and the java stub launcher that apple provides and you can make a Mac application package on Windows and just zip it up. But usually applications are distributed as Mac OS X disk images (.dmg).