The task of including external JARs when exporting a Java project into a JAR file should have been easy and straight forward. However, Java demands extra effort for doing this and Eclipse IDE does not provide it automatically (maybe there is a plugin for this, which I did not come along).
The solution is simple and it is a standard computer science solution: use another IDE... and the winner is NetBeans! In general, Netbeans (especially version 6.x) is in a way a smarter IDE than Eclipse. I like the interaction with the user and the ease of customization. The developers have made a good job on the HCI part, which is something great for a non commercial platform.
HOW TO INCLUDE JARs while exporting your Java classes in a JAR?
Do you want to implement a cron job for a JAR file? With high probability you will not even care about this, but since it is really something easy I would like to share this information with you!
You do not have to do something incredible, just use the Windows Task Scheduler. You will realise that Windows Task Scheduler is able to schedule the execution of (executable in Windows) files at any time and with many (interesting) preferences (it is a nice but somewhat hidden application of Windows).
Since a JAR file is not a Windows executable file, all you need to do is:
Start a ProgramAction.
C:\Program Files\Java\jdk1.6.0_02\bin\java.exeor wherever your java.exe file is located in.
-jar C:\Users\YourUsername\PathToJARFile\JARfile.jar.
You are ready to go!