So I guess my main problem would be, how to know the name of the jar where my main class lives.
Assuming that your project is packed in a Jar (not necessarily true!), you can use ClassLoader.getResource() or findResource() with the class name (followed by .class) to get the jar that contains a given class. You'll have to parse the jar name from the URL that gets returned (not that tough), which I will leave as an exercise for the reader :-)
Be sure to test for the case where the class is not part of a jar.