Yup,
Rename your resource files to .jar, download them over an urlconnection with setUseCache set to true (or false if you dont want to cache). Read in the byte[] and feed it to a zipstream and your done. If you try to load it with cache set to true, it will load the resource jar from the applet cache if its there. The only downside is that during the download (with caching on) the urlconnection wont tell you the nr of bytes it downloaded. This is because of some stupid implementation detail, if setUseCache is enabled, it's downloaded in an private stream somewhere deep in Suns classes. That stream is passed until the whole jar is downloaded and cached to disc... so no progress monitoring is possible :/
EDIT: .jar should read .class
