Me again me....
When using Thread.currentThread().getContextClassLoader() in an Applet loaded by the LWJGL Applet Loader to search for resources, it fails, it never finds resources inside the classpath (inside some of the jars) because the context class loader will never search in the jars loaded by the Applet Loader.
I have made a project to replicate this problem (only replicating some code of the Applet Loader), and made a bug fix too by setting the context class loader to the URLClassLoader created.
Dunno if there is a constraint for setting the Thread context class loader.
Attach 1: the sample project to see this behavior, it is a maven project but it has no dependencies.
Attach 2: a patch for this bug fix.