I have an app that uses 256-bit AES encryption which is not supported by Java out of the box. I know to get this to function correctly I install the JCE unlimited strength j
During installation of your program, just prompt the user and have a DOS Batch script or a Bash shell script download and copy the JCE into the proper system location.
I used to have to do this for a server webservice and instead of a formal installer, I just provided scripts to setup the app before the user could run it. You can make the app un-runnable until they run the setup script. You could also make the app complain that the JCE is missing and then ask to download and restart the app?