>Is there another way to make another class with a main method that just executes the applet?
Yes. Create a (j)frame, instantiate the applet, add it to the frame, init it. However, there may be some issues if you rely on the document base etc.
Alternatively you can use webstart to launch some applet.
>Can I use it without being able to make a jar file out of my applet?
Well, you can use proguard or any other obfuscator. The entry points aren't affected in any way (if the obfuscator works as intended).