I generated .class files by the following command:
javac -cp \\directoryName\\external.jar myPackageDirectory\\First.java myPackageDirectory\\Second.java
Further to what Joachim Sauer (very correctly) says, there is a way to pack your dependency jars into the same jar as your own code. The programs that accomplish this create a super-main class and manipulate the classpath to find the dependent jars in your resulting jar.
Several programs can do this; one of them is called OneJar.