Regardless of what your JAR file contains, there are times when you want to be able to prove to the person using it that you are, indeed, the originator, and that no one has tampered with the contents after you made the JAR. If your JAR contains an applet, this need is particularly critical because, without such proof, applets are left in an untrusted state and will have no access to the hard drive or operating system services on the machine to which they're downloaded.
You can provide this guarantee by digitally signing your JAR. To understand how to set up a digital signature, you need to understand a little about cryptography.