I hope I have understood the problem that you are facing.
Can you download the jar file during the capture process, i.e. after prescan, install app, launch app, download the jar file, then post scan? That way, the downloaded file will become a part of the capture and will be present in the %appdata% folder of the capture project. Now, when you launch the virtual application on some other machine the file would already be there in the package and so may be application might not download it to the real users profile as the file is already there.
If this doesn't work, then use your usual package (the one that you are using already), just modify the isolation mode in the %Appdata% folder from merged to Writecopy, rebuild the app, now the jar file will get downloaded to the %appdata% folder in the sandbox and not to the system.
HTH.
Thanks.