You should always repack when using pack200.
The LWJGL Applet download package is a bit misleading as it includes lots of extra files that you don't need, I'll see if I can sort it out before the 2.6 release.
Anyway you only need one version of a file either .jar, .jar.pack, .jar.lzma or .jar.pack.lzma. No point including every type since in the end they are all extracted down to just .jar.
The following should be fine, if your using lzma and pack200.
If you don't want to use LZMA and Pack200 (I usually don't when initally creating applets as its faster to just make jar's) then you'd need the following:(note lzma.jar isn't needed)