It has nothing to do with JOGL. Since Java 1.6 update 21, the JARs are handled a bit differently, it is hardly possible to mix signed and unsigned JARs.
What you intend to do is impossible because JOGL uses native libraries, not only JARs. Rather use Java Web Start if you want to create a very simple installer. The user has just to click on "OK", it is not difficult :)
I use Ant to deploy my project, everything is automatized. The Ant script (build.xml) compiles the source code, make several JARs, sign them, generate the JNLP files. At the end, I only have to copy the content of the "target" directory onto my FTP server on Sourceforge.net and my friends only have to click onto a JNLP link to launch the installation.