I'm using ant and genjar to build jars and these lines could build a single jar file. I had to put the dll in a folder on my disc, since I was not able to get it directly from the jna.jar file, but at the end I got a single jar working.
François
<genjar jarfile="${allproj.dir}/${proj.dir}/${bigjar.file}">
<!-- include main class and all its dependencies -->
<class name="${main.class}" />
<classpath refid="class.path" />
<classfilter>
<include name="com.sun.jna." />
</classfilter>
<resource package="com.sun.jna.win32-amd64">
<fileset dir="${basedir}/aux_dll" >
<include name="*.dll" />
</fileset>
</resource>