Sorry, I don't have any code readily available, but you will probably
want to start looking at the java.util.jar package.

Now *that's* what I call a goal!

OK - yes this is a relatively common question.

As I mentioned, that is *theoretically* possible, but
a great deal of hassle.  I have never actually attempted
it myself.

How about these different strategies instead?

1) For Java 1.4+ applications, use the Preferences class.
This is 'transparent and invisible' to the end user.  Lew is
fond of reminding me that Java 1.4 is about to enter its
End-Of-Life phase, so I am guessing most development is
for Java 1.4+ VMs.
2) For a Java Web Start app., look to the PersistenceService
class.  This is also 'transparent and invisible' to the end user,
and has the advantage that even sandboxed JWS apps. can
use it.  Here is an example.. <http://www.physci.org/jws/#ps>
3) (Is Lew looking?)  For *pre* 1.4, non JWS apps., there is yet
another strategy.  Use the Properties class to create the file,
then put it inside a special directory on the path of the user.home.
I say 'special' because we want to ..
 a) ensure no other application overwites the file, and this
 file is not likely to overwite the files of other apps.  To do that,
 put the file in a sub-directory that is based on the package name
 of the main class.  E.G.
   com.ourcompany.theapp.OurApplication
  ..class would store preferences in..
   (user.home)/com/ourcompany/theapp/properties.file
 b) To 'hide' it, simply prefix the first directory with ".". So..

   (user.home)/.com/ourcompany/theapp/properties.file

   This will hide the directory to the casually browsing *windows*
   user, but the directory will still be visible to Mac or Linux users
   who actually care to browse user home (or indeed a Windows
   user like myself - who does not agree that *any* files should be
   invisible).  Ultimately, I would not recommend even *trying* to
   hide files from the Linux user, as they can get quite irritated
   if developers try to 'hide' things from them.

(I trimmed the last part of your question, in the hope
I can steer you in a better direction.)

So what do you think?  Do any of those strategies sound
like the way to go, for your application?

Jars are for read-only data.  You can construct them on the fly, but
even that is a peculiar thing to. See
http://mindprod.com/jgloss/zip.html

What would be more likely is to create your files uncompressed, and
when you shutdown update a compressed version of them and delete the
originals.

You an also GZIP individual files. See
http://mindprod.com/applet/fileio.html

the tool for that is called "preferences".
See http://mindprod.com/jgloss/preferences.html

In windows it tucks the information away in the registry.

Have a look at the code in the
com.mindprod.replicator.PersistConfigForReceiver.java

You can download the source from
http://mindprod.com/products1.html#REPLICATOR

<sscce>
import java.awt.Point;
import java.awt.event.WindowAdapter;
import java.awt.event.WindowEvent;
import javax.swing.JFrame;
import javax.swing.JTextArea;
import javax.swing.SwingUtilities;

import java.util.prefs.Preferences;

class MemoryFrame extends JFrame {

 MemoryFrame() {
   super("MemoryFrame");

   JTextArea ta = new JTextArea( "Remembers location.." );
   getContentPane().add(ta);
   pack();
   setSize(400,300);

   // probably better to use the systemNodeForPackage(this)
   // form here, but since this class is in the default
   // package, I'll go with the root prefs.
   final Preferences prefs = Preferences.systemRoot();

   int x, y;

   Integer xObj = prefs.getInt( "MemoryFrame.x", 50 );
   Integer yObj = prefs.getInt( "MemoryFrame.y", 50 );

   x = xObj.intValue();
   y = yObj.intValue();

   setLocation(x,y);

   this.addWindowListener( new WindowAdapter() {
       public void windowClosing(WindowEvent we) {
         Point location = getLocation();
         prefs.putInt(
           "MemoryFrame.x",
           new Integer(location.x) );
         prefs.putInt(
           "MemoryFrame.y",
           new Integer(location.y) );
         System.exit(0);
       }
     } );
 }

 public static void main(String[] args) {
   Thread t = new Thread() {
     public void run() {
       MemoryFrame frame = new MemoryFrame();
       frame.setVisible(true);
     }
   };
   SwingUtilities.invokeLater( t );
 }
}
</sscce>