As Cheesle said, you can unpack and your library Jars and re-jar them all with the following modification.
<jar destfile="${jar.file}"
basedir="${build.dir}"
manifest="${manifest.file}">
<fileset dir="${classes.dir}" includes="**/*.class" />
<zipgroupfileset dir="${lib.dir}" includes="**/*.jar" />
</jar>
Jar files are really just zip files with a manifest file embedded. You can extract and repackage the dependency Jars into your application's Jar file.
http://ant.apache.org/manual/Tasks/zip.html "The Zip task also supports the merging of multiple zip files into the zip file. This is possible through either the src attribute of any nested filesets or by using the special nested fileset zipgroupfileset."
Do pay attention to the licenses involved with your dependency libaries. Linking externally to a library and including the library in your application are very different things legally.
EDIT 1: Darn my slow typing. Grodriguez beat me to it. :)
EDIT 2: If you decide you can't include your dependencies into your application then you have to specify them in your Jar's classpath either at the command line at startup or via the Manifest file. There's a nice command in ANT to handle the special formatting of the classpath in a Manifest file for you.
<manifestclasspath property="manifest.classpath" jarfile="${jar.file}">
<classpath location="${lib.dir}" />
</manifestclasspath>
<manifest file="${manifest.file}" >
<attribute name="built-by" value="${user.name}" />
<attribute name="Main-Class" value="${main.class}" />
<attribute name="Class-Path" value="${manifest.classpath}" />
</manifest>