new app--downloading jar in install process

I have a new app, built in Java, and I'm packaging it as an Apple app for my first release. It's open source, and I'm distributing it using Sourceforge. One of my jar dependencies is not open source, though. So I need to download it from somewhere else in the install process.

Being an old Unix guy, of course I did a simple bash script, and integrated it with my command-line invocation of my app. So, before calling java to invoke the app, check if the depended jar is in place, if not, download it. Not difficult.

Now I'm trying to package this as an Apple application, so I can put it in /Applications, and have an icon and all that good stuff. And the way forward is unclear. Is there a way to package a bash script as an Apple application? Or is this a stupid idea?